Limit Theorems for Stationary Gaussian Processes
Yu. M. Ryzhov · Theory of Probability and Its Applications · 1965
Previous article Next article Limit Theorems for Stationary Gaussian ProcessesYu M. RyzhovYu M. Ryzhovhttps://doi.org/10.1137/1110014PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Glen Baxter, A strong limit theorem for Gaussian processes, Proc. Amer. Math. Soc., 7 (1956), 522–527 MR0090920 0070.36304 CrossrefGoogle Scholar[2] E. G. Gladyshev, A new limit theorem for stochastic processes with Gaussian increments, Theor. Prob. Applications, 6 (1961), 52–61, (English translation.) 10.1137/1106004 0107.12601 LinkGoogle Scholar[3] V. G. Alekseev, On conditions for the perpendicularity of Gaussian measures corresponding to two stochastic processes, Theor. Prob. Applications, 8 (1963), 286–290, (English translation.) 10.1137/1108032 0119.34305 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Limit Distributions of Some Functionals of a Stationary Gaussian ProcessYu. M. Ryzhov17 July 2006 | Theory of Probability & Its Applications, Vol. 14, No. 2AbstractPDF (863 KB) Volume 10, Issue 1| 1965Theory of Probability & Its Applications History Submitted:07 July 1964Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1110014Article page range:pp. 132-139ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics