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Equivalence of Non-Gaussian Linear Processes
Equivalence of Non-Gaussian Linear Processes

程乾生
Cheng Qiansheng

Pepartment of Mathematics, Peking University, 100871
(Pepartment of Mathematics, Peking University, 100871) Communicated by Cheng Mind

收稿日期: 1993-06-25
出版日期: 1993-06-25

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摘要  Two random processes x_t and y_t on an index set G are said to be equivalent iffor any positive integer n and any t_1,t_2,…,t_n∈G, (x_(t_1),x_(t_2),…,x_(t_n)) and (y_(t1),y_(t2),…, y_(t_n)) have the same joint probability distributions. Note that x_t and y_t may betwo random processes on a probability space or on two different probability spaces. The Equivalence Theorem Let x_t and y_t be non-Gaussian linear processes ona countable abelian group G:
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