Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 57-66
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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/
@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/}
}
TY - JOUR
AU - E. G. Gladyshev
TI - A New Limit Theorem for Stochastic Processes with Gaussian Increments
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1961
SP - 57
EP - 66
VL - 6
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/
LA - ru
ID - TVP_1961_6_1_a3
ER -
%0 Journal Article
%A E. G. Gladyshev
%T A New Limit Theorem for Stochastic Processes with Gaussian Increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1961
%P 57-66
%V 6
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a3/
%G ru
%F TVP_1961_6_1_a3
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].
