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Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions

In the paper asymptotic expansions for
second-order moments of integral functionals
of a class of random functions are considered.
The random functions are assumed to be
$\epsilon$-correlated, i.e. the values are not
correlated excluding a $\epsilon$-neighbourhood
of each point. The asymptotic expansions are
derived for $\epsilon \to 0$. With the help of
a special weak assumption there are found
easier expansions as in the case of general
weakly correlated functions.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-199801269
Date30 October 1998
CreatorsScheidt, Jrgen vom, Starkloff, Hans-Jrg, Wunderlich, Ralf
ContributorsTU Chemnitz, Fakultät für Mathematik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint
Formatapplication/pdf, application/x-dvi, application/postscript, text/plain, application/zip

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