On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 349-350
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			Let $\xi (t)$ be a stationary process with the “strong mixing” property $( * )$.
We give the necessary and sufficient condition permitting the central limit theorem to be applied to the process 
$\eta(t)$ (the output of a linear filter whose input is $\xi(t)$.
			
            
            
            
          
        
      @article{TVP_1961_6_3_a9,
     author = {Yu. A. Rozanov},
     title = {On the {Applicability} of the {Central} {Limit} {Theorem} to {Stationary} {Processes} {Which} have {Passed} {Through} a {Linear} {Filter}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {349--350},
     publisher = {mathdoc},
     volume = {6},
     number = {3},
     year = {1961},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a9/}
}
                      
                      
                    TY - JOUR AU - Yu. A. Rozanov TI - On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1961 SP - 349 EP - 350 VL - 6 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a9/ LA - ru ID - TVP_1961_6_3_a9 ER -
%0 Journal Article %A Yu. A. Rozanov %T On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter %J Teoriâ veroâtnostej i ee primeneniâ %D 1961 %P 349-350 %V 6 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a9/ %G ru %F TVP_1961_6_3_a9
Yu. A. Rozanov. On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 3, pp. 349-350. http://geodesic.mathdoc.fr/item/TVP_1961_6_3_a9/
