ON THE CONVERGENCE OF SERIES OF AUTOREGRESSIVE SEQUENCES IN BANACH SPACES
VALERII V. BULDYGIN AND MARINA K. RUNOVSKATheory of Stochastic Processes
Vol.16 (32), no.1, 2010, pp.29-38
Necessary and sufficient conditions for the almost sure convergence of a series of autoregressive sequences in separable Banach spaces are studied. As an application of the obtained results, the condition for the admissible shift of a zero-mean Gaussian Markov measure is considered.