ON THE CONVERGENCE OF SERIES OF AUTOREGRESSIVE SEQUENCES IN BANACH SPACES

VALERII V. BULDYGIN AND MARINA K. RUNOVSKA

Theory 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.