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A simple approach in limit theorems for linear random processes and fields with continuous time
Yu. Davydova, V. Paulauskasb a Université de Lille
b The Faculty of Mathematics and Informatics, Vilnius University
Abstract:
We consider random linear processes and fields with continuous time or space argument and demonstrate how the analogue of Beveridge–Nelson decomposition can be applied to prove limit theorems for integrals of such processes and fields.
Keywords:
limit theorems; linear random processes and fields; Beveridge–Nelson decomposition.
Received: 09.04.2012
Citation:
Yu. Davydov, V. Paulauskas, “A simple approach in limit theorems for linear random processes and fields with continuous time”, Teor. Veroyatnost. i Primenen., 57:4 (2012), 724–743; Theory Probab. Appl., 57:4 (2013), 589–606
Linking options:
https://www.mathnet.ru/eng/tvp4476https://doi.org/10.4213/tvp4476 https://www.mathnet.ru/eng/tvp/v57/i4/p724
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Abstract page: | 290 | Full-text PDF : | 141 | References: | 74 | First page: | 1 |
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