Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 1, pp. 157-163
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Yu. A. Davydov; I. A. Ibragimov. On asymptotical behaviour of some functionals of processes with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 1, pp. 157-163. http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/
@article{TVP_1971_16_1_a13,
author = {Yu. A. Davydov and I. A. Ibragimov},
title = {On asymptotical behaviour of some functionals of processes with independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {157--163},
year = {1971},
volume = {16},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/}
}
TY - JOUR
AU - Yu. A. Davydov
AU - I. A. Ibragimov
TI - On asymptotical behaviour of some functionals of processes with independent increments
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1971
SP - 157
EP - 163
VL - 16
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/
LA - ru
ID - TVP_1971_16_1_a13
ER -
%0 Journal Article
%A Yu. A. Davydov
%A I. A. Ibragimov
%T On asymptotical behaviour of some functionals of processes with independent increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 157-163
%V 16
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_1_a13/
%G ru
%F TVP_1971_16_1_a13
This paper deals with asympototical behaviour of $\mathbf Ef(S_t)$ where $f$ is a bounded function and $S_t$ is a stochastic process with independent and stationary increments.
