Baxter type theorems for generalized random Gaussian processes
Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 45-52

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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.
Keywords: Levy–Baxter theorems, generalized Gaussian random process.
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     author = {S. M. Krasnitskiy and O. O. Kurchenko},
     title = {Baxter type theorems for generalized random {Gaussian} processes},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {45--52},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {2016},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2016_21_1_a4/}
}
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S. M. Krasnitskiy; O. O. Kurchenko. Baxter type theorems for generalized random Gaussian processes. Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 45-52. http://geodesic.mathdoc.fr/item/THSP_2016_21_1_a4/