ABSTRACT
DEFINITION 6.3 Let {X(t), t G}be an H-valued stochastic process on a -compact amenable group G, and let K(t, ) be its covariance function (27). The process X is called asymptotically stationary with asymptotically stationary covariance K( ) if conditions (i)–(iii) and (4) of Definition 2.2 are satisfied with + replaced by group multiplication in G and K is independent of the Følner sequence {An}.
