Asymptotic expansions of integral functionals of vector valued epsilon-correlated processes

Jürgen vom Scheidt, Hans-Jörg Starkloff and Ralf Wunderlich

Preprint 99-3, TU Chemnitz, Faculty of Mathematics

Abstract :

In the paper asymptotic expansions for second-order moments of integral functionals of a family of complex vector valued wide-sense stationary and epsilon-correlated random processes are considered. The asymptotic expansions are derived for epsilon tending to 0 and extend the results for real valued functionals to the complex vector valued case.