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Zapiski Nauchnykh Seminarov LOMI, 1980, Volume 97, Pages 32–44 (Mi znsl3262)  
This article is cited in 4 scientific papers (total in 4 papers)

The invariance principle for functions of stationary Gaussian variables

V. V. Gorodestkii
Full-text PDF (467 kB) Citations (4)
Abstract: Let $\{Y_j\}$ – the stationary Gaussian sequence.
$$ G(x)\in L^2\biggl(R^1,\frac1{\sqrt{2\pi}}e^{-x^2/2}\,dx\biggl),\quad X_j=G(Y_j). $$
The invariance principle for $\{X_j\}$ is proved. The representation of limiting process as the stochastic integral is obtained too.
English version:
Journal of Soviet Mathematics, 1984, Volume 24, Issue 5, Pages 501–509
DOI: https://doi.org/10.1007/BF01702326
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: V. V. Gorodestkii, “The invariance principle for functions of stationary Gaussian variables”, Problems of the theory of probability distributions. Part VI, Zap. Nauchn. Sem. LOMI, 97, "Nauka", Leningrad. Otdel., Leningrad, 1980, 32–44; J. Soviet Math., 24:5 (1984), 501–509
Citation in format AMSBIB
\Bibitem{Gor80}
\by V.~V.~Gorodestkii
\paper The invariance principle for functions of stationary Gaussian variables
\inbook Problems of the theory of probability distributions. Part~VI
\serial Zap. Nauchn. Sem. LOMI
\yr 1980
\vol 97
\pages 32--44
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl3262}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=602359}
\zmath{https://zbmath.org/?q=an:0457.60021|0531.60036}
\transl
\jour J. Soviet Math.
\yr 1984
\vol 24
\issue 5
\pages 501--509
\crossref{https://doi.org/10.1007/BF01702326}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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