Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 236-249
Citer cet article
Yu. M. Ryzhov. limit distributions of some Junctionals of a stationary Gaussian process. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 236-249. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a4/
@article{TVP_1969_14_2_a4,
author = {Yu. M. Ryzhov},
title = {limit distributions of some {Junctionals} of a~stationary {Gaussian} process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {236--249},
year = {1969},
volume = {14},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a4/}
}
TY - JOUR
AU - Yu. M. Ryzhov
TI - limit distributions of some Junctionals of a stationary Gaussian process
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1969
SP - 236
EP - 249
VL - 14
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a4/
LA - ru
ID - TVP_1969_14_2_a4
ER -
%0 Journal Article
%A Yu. M. Ryzhov
%T limit distributions of some Junctionals of a stationary Gaussian process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1969
%P 236-249
%V 14
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a4/
%G ru
%F TVP_1969_14_2_a4
In this paper the limit distribution for sums $$ S_n=\sum_{k=1}^nf_{nk}(\xi_k^{(n)}) $$ is considered, where $f_{nk}(x)$ are measurable functions, $$ \xi_k^{(n)}=\xi\biggl(\frac knT\biggr)-\xi\biggl(\frac{k-1}nT\biggr),\quad k=1,2,\dots,n, $$ and $\xi(t)$, $t\in[0,T]$ is a stationary real-valued Gaussian process. Conditions are obtained under which the distributions of $S_k$ converge to a Gaussian and degenerate law.