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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 236–249 (Mi tvp1167)  

This article is cited in 3 scientific papers (total in 3 papers)

limit distributions of some Junctionals of a stationary Gaussian process

Yu. M. Ryzhov

Kiev
Full-text PDF (595 kB) Citations (3)
Abstract: In this paper the limit distribution for sums
$$ S_n=\sum_{k=1}^nf_{nk}(\xi_k^{(n)}) $$
is considered, where $f_{nk}(x)$ are measurable functions,
$$ \xi_k^{(n)}=\xi\biggl(\frac knT\biggr)-\xi\biggl(\frac{k-1}nT\biggr),\quad k=1,2,\dots,n, $$
and $\xi(t)$, $t\in[0,T]$ is a stationary real-valued Gaussian process. Conditions are obtained under which the distributions of $S_k$ converge to a Gaussian and degenerate law.
Received: 26.10.1967
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 2, Pages 229–243
DOI: https://doi.org/10.1137/1114031
Bibliographic databases:
Language: Russian
Citation: Yu. M. Ryzhov, “limit distributions of some Junctionals of a stationary Gaussian process”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 236–249; Theory Probab. Appl., 14:2 (1969), 229–243
Citation in format AMSBIB
\Bibitem{Ryz69}
\by Yu.~M.~Ryzhov
\paper limit distributions of some Junctionals of a~stationary Gaussian process
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 2
\pages 236--249
\mathnet{http://mi.mathnet.ru/tvp1167}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=246357}
\zmath{https://zbmath.org/?q=an:0281.60044|0199.52804}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 2
\pages 229--243
\crossref{https://doi.org/10.1137/1114031}
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  • https://www.mathnet.ru/eng/tvp/v14/i2/p236
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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