Convergence of Distributions Generated by Stationary Stochastic Processes

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Previous article Next article Convergence of Distributions Generated by Stationary Stochastic ProcessesYu. A. DavydovYu. A. Davydovhttps://doi.org/10.1137/1113086PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. A. Volkonskii˘ and , Yu. A. Rozanov, Some limit theorems for random functions. I, Theor. Probability Appl., 4 (1959), 178–197 MR0121856 0092.33502 LinkGoogle Scholar[2] I. I. Gikhman and , A. V. Skorokhod, Introduction to the Theory of Stochastic Processes, Izd-vo “Nauka”, Moscow, 1965, (In Russian.) Google Scholar[3] J. L. Doob, Stochastic processes, John Wiley & Sons Inc., New York, 1953viii+654 MR0058896 0053.26802 Google Scholar[4] I. A. Ibragimov and , Yu. V. Linnik, Independent and Stationarily Related Random Variables, Iz-vo “Nauka”, Moscow, 1965, (In Russian.) Google Scholar[5] Yu. V. Prokhorov, Convergence of stochastic processes and limit theorems in probability theory, Theory Prob. 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