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Baxter type theorems for generalized random Gaussian processes
S. M. Krasnitskiya, O. O. Kurchenkob a Kyiv National University of Technology and Design, Informational Technology Department,
Nemirovich-Danchenko Street 2, 01601, Kyiv, GSP, Ukraine
b Kyiv National Taras Shevchenko University, Mechanics and Mathematics Faculty, Volodymyrs’ka Street 64, 01601, Kyiv, Ukraine
Аннотация:
Some type of Baxter sums for generalized random processes are constructed in this work. Sufficient conditions for such a sum to converge to a non–random constant are obtained. We apply our result to a process of white noise and a derivative of fractional Brownian motion.
Ключевые слова:
Levy–Baxter theorems, generalized Gaussian random process.
Образец цитирования:
S. M. Krasnitskiy, O. O. Kurchenko, “Baxter type theorems for generalized random Gaussian processes”, Theory Stoch. Process., 21(37):1 (2016), 45–52
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp119 https://www.mathnet.ru/rus/thsp/v21/i1/p45
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Страница аннотации: | 131 | PDF полного текста: | 42 | Список литературы: | 23 |
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