Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 22 (1984), pp. 61-157
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Yu. A. Davydov; M. A. Lifshits. Fibering method in some probabilistic problems. Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", Tome 22 (1984), pp. 61-157. http://geodesic.mathdoc.fr/item/INTV_1984_22_a1/
@article{INTV_1984_22_a1,
author = {Yu. A. Davydov and M. A. Lifshits},
title = {Fibering method in some probabilistic problems},
journal = {Itogi nauki i tehniki. Seri\^a, Teori\^a vero\^atnostej. Matemati\v{c}eska\^a statistika. Teoreti\v{c}eska\^a kibernetika},
pages = {61--157},
year = {1984},
volume = {22},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/INTV_1984_22_a1/}
}
TY - JOUR
AU - Yu. A. Davydov
AU - M. A. Lifshits
TI - Fibering method in some probabilistic problems
JO - Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika
PY - 1984
SP - 61
EP - 157
VL - 22
UR - http://geodesic.mathdoc.fr/item/INTV_1984_22_a1/
LA - ru
ID - INTV_1984_22_a1
ER -
%0 Journal Article
%A Yu. A. Davydov
%A M. A. Lifshits
%T Fibering method in some probabilistic problems
%J Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika
%D 1984
%P 61-157
%V 22
%U http://geodesic.mathdoc.fr/item/INTV_1984_22_a1/
%G ru
%F INTV_1984_22_a1
The paper is devoted to a systematic study of the distributions of functionals of stochastic processes by the fibering method and to a survey of results obtained in this direction in recent years. Principal attention is given to distinguishing conditions ensuring: a) absolute continuity; b) the existence of a bounded density; c) applicability of the local limit theorem for the distributions of functionals. Smooth, convex functionals and functionals of integral type are considered in detail.
