有限个状态时间序列的某些结果

ON SOME RESULTS OF TIME SERIES WITH FINITE-STATE

Kedem,B.在1979年研究了一个零均值的平稳正态序列的谱分布的估计与在水平为零的硬判决而得的相应0—1序列的谱分布之间的关系.在1977年把Demoivre-Laplace定理推广到不独立的Bernoulli试验.文献[2]中提出了有限个状态的时间序列,对一维有限个状态的时间序列进行了分析.本文将前二个问题推广到有限个状态的时间序列,将后一问题推广到多维的情形.

In 1979 Kedem studied the relationship between the estimation of the spectra of stationaryGaussian series with zero mean and spectra of corresponding 0-1 series obtained by clippingof zero level. He also generalized the Demoivre-Laplace theorem to the dependent Bernoullitrials in 1977. An et al.studied the one dimensional time series with finite-state. In this paper we shall generalize the problems mentioned above as in [1] to time serieswith finite-state and generalize the problem in [2] to the case of multidimension.