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
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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},
year = {1961},
volume = {6},
number = {3},
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 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 %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/