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Teoriya Veroyatnostei i ee Primeneniya, 1962, Volume 7, Issue 4, Pages 361–392 (Mi tvp4736)  

This article is cited in 510 scientific papers (total in 511 papers)

Some Limit Theorems for Stationary Processes

I. A. Ibragimov

Leningrad
Abstract: In this paper stationary stochastic processes in the strong sense $\{x_j\}$ are investigated, which satisfy the condition
$$ |\mathbf P(AB)-\mathbf P(A)\mathbf P(B)|\leq\varphi(n)\mathbf P(A),\quad\varphi(n)\downarrow 0, $$
for every $A\in\mathfrak{M}_{-\infty}^0,B\in\mathfrak{M}_n^\infty$, or the “strong mixing condition”
$$ \sup_{A\in\mathfrak{M}_{-\infty}^0,B\in\mathfrak{M}_n^\infty}|\mathbf P(AB)-\mathbf P(A)\mathbf P(B)|\alpha(n)\downarrow0, $$
where $\mathfrak{M}_a^b$ is a $\sigma$-algebra generated by the events
$$ \{(x_{i_1},x_{i_2},\dots,x_{i_k})\in\mathbf E\},\qquad a \leq i_1<i_2<\dots<i_k\leq b, $$
$\mathbf E$ being a $k$-dimensional Borel set.
Some limit theorems for the sums of the type
$$\frac{x_1+\cdots+x_n}{B_n}-A_n\quad{\text{or}}\quad\frac{f_1+ \cdots+f_n}{B_n }-A_n$$
are established. Here $f_j=T^j f$, and the random variable $f$ is measurable with respect to $\mathfrak{M}_{-\infty}^\infty $.
Received: 15.01.1961
English version:
Theory of Probability and its Applications, 1962, Volume 7, Issue 4, Pages 349–382
DOI: https://doi.org/10.1137/1107036
Document Type: Article
Language: Russian
Citation: I. A. Ibragimov, “Some Limit Theorems for Stationary Processes”, Teor. Veroyatnost. i Primenen., 7:4 (1962), 361–392; Theory Probab. Appl., 7:4 (1962), 349–382
Citation in format AMSBIB
\Bibitem{Ibr62}
\by I.~A.~Ibragimov
\paper Some Limit Theorems for Stationary Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1962
\vol 7
\issue 4
\pages 361--392
\mathnet{http://mi.mathnet.ru/tvp4736}
\transl
\jour Theory Probab. Appl.
\yr 1962
\vol 7
\issue 4
\pages 349--382
\crossref{https://doi.org/10.1137/1107036}
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  • This publication is cited in the following 511 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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