A New Limit Theorem for Stochastic Processes with Gaussian Increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 57-66
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We prove a limit theorem which generalizes Baxter's limit theorem [1]. This theorem in essence makes it possible to extend the class of stochastic processes to which Slepian's main result is applicable [3].
@article{TVP_1961_6_1_a3,
author = {E. G. Gladyshev},
title = {A {New} {Limit} {Theorem} for {Stochastic} {Processes} with {Gaussian} {Increments}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {57--66},
year = {1961},
volume = {6},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/}
}
E. G. Gladyshev. A New Limit Theorem for Stochastic Processes with Gaussian Increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 57-66. http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/