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Theory of Stochastic Processes, 2016, Volume 21(37), Issue 1, Pages 45–52 (Mi thsp119)  
Baxter type theorems for generalized random Gaussian processes

S. M. Krasnitskiya, O. O. Kurchenkob

a Kyiv National University of Technology and Design, Informational Technology Department, Nemirovich-Danchenko Street 2, 01601, Kyiv, GSP, Ukraine
b Kyiv National Taras Shevchenko University, Mechanics and Mathematics Faculty, Volodymyrs’ka Street 64, 01601, Kyiv, Ukraine
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Abstract: Some type of Baxter sums for generalized random processes are constructed in this work. Sufficient conditions for such a sum to converge to a non–random constant are obtained. We apply our result to a process of white noise and a derivative of fractional Brownian motion.
Keywords: Levy–Baxter theorems, generalized Gaussian random process.
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Document Type: Article
MSC: Primary 42C40; Secondary 60G12
Language: English
Citation: S. M. Krasnitskiy, O. O. Kurchenko, “Baxter type theorems for generalized random Gaussian processes”, Theory Stoch. Process., 21(37):1 (2016), 45–52
Citation in format AMSBIB
\Bibitem{KraKur16}
\by S.~M.~Krasnitskiy, O.~O.~Kurchenko
\paper Baxter type theorems for generalized random Gaussian processes
\jour Theory Stoch. Process.
\yr 2016
\vol 21(37)
\issue 1
\pages 45--52
\mathnet{http://mi.mathnet.ru/thsp119}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3571411}
\zmath{https://zbmath.org/?q=an:1363.60057}
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