|
Zapiski Nauchnykh Seminarov LOMI, 1977, Volume 72, Pages 62–74
(Mi znsl1961)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Analogs of the arcsine distribution for sequences linearly generated by independent random variables
Yu. A. Davydov
Abstract:
Let $\{\xi_k\}$, $k=\dots,-1,0,1,\dots$, be a sequence of independent identically distributed random variables with $E_{\xi_k}=0$, $D_{\xi_k}=\sigma^2<\infty$. Let $\{c_k\}$ be a numerical sequence such that $\sum^\infty_{-\infty}c^2_k<\infty$ Let
$$
X_n=\sum^\infty_{-\infty}c_{k-n}\xi_k,\quad S_n=\sum^n_1X_k.
$$
This article investigates the limit behavior of the distributions of functionals of the following type:
$$
\nu_k=\dfrac1n\sum^n_1h(S_k),
$$
where $h$ is a bounded function on $R^1$.
Citation:
Yu. A. Davydov, “Analogs of the arcsine distribution for sequences linearly generated by independent random variables”, Problems of the theory of probability distributions. Part IV, Zap. Nauchn. Sem. LOMI, 72, "Nauka", Leningrad. Otdel., Leningrad, 1977, 62–74; J. Soviet Math., 23:3 (1983), 2266–2275
Linking options:
https://www.mathnet.ru/eng/znsl1961 https://www.mathnet.ru/eng/znsl/v72/p62
|
Statistics & downloads: |
Abstract page: | 253 | Full-text PDF : | 78 |
|