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Teor. Veroyatnost. i Primenen., 1968, Volume 13, Issue 4, Pages 730–737 (Mi tvp930)  

This article is cited in 9 scientific papers (total in 9 papers)

Short Communications

On convergence of distributions generated by stationary stochastic processes

Yu. A. Davydov

Leningrad

Abstract: Stationary stochastic processes, satisfying the strong mixing or regularly strong mixing condition are considered. The invariance principle for such processes (under different restrictions) is proved.

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English version:
Theory of Probability and its Applications, 1968, 13:4, 691–696

Bibliographic databases:

Received: 09.01.1967

Citation: Yu. A. Davydov, “On convergence of distributions generated by stationary stochastic processes”, Teor. Veroyatnost. i Primenen., 13:4 (1968), 730–737; Theory Probab. Appl., 13:4 (1968), 691–696

Citation in format AMSBIB
\Bibitem{Dav68}
\by Yu.~A.~Davydov
\paper On convergence of distributions generated by stationary stochastic processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 4
\pages 730--737
\mathnet{http://mi.mathnet.ru/tvp930}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=243586}
\zmath{https://zbmath.org/?q=an:0181.44101|0174.49201}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\issue 4
\pages 691--696
\crossref{https://doi.org/10.1137/1113086}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. Dobrovidov A.V., Koshkin G.M., “Nonparametric estimation of the logarithmic density derivative of sequences with strong mixing”, Autom. Remote Control, 62:9 (2001), 1453–1476  mathnet  mathnet  crossref  mathscinet  zmath  isi
    2. Kitaeva A.V., Koshkin G.M., “Yadernye otsenki bazovykh funktsionalov po zavisimym nablyudeniyam”, Izv. Tomskogo politekhnich. un-ta, 314:2 (2009), 26–31
    3. A. V. Kitaeva, G. M. Koshkin, “Nonparametric semirecursive identification in a wide sense of strong mixing processes”, Problems Inform. Transmission, 46:1 (2010), 22–37  mathnet  crossref  mathscinet  isi
    4. Bondarev B.V., Kozyr' S. M., “MIXING "IN THE SENSE OF IBRAGIMOV." ESTIMATE FOR THE RATE OF APPROACH OF A FAMILY OF INTEGRAL FUNCTIONALS OF A SOLUTION OF A DIFFERENTIAL EQUATION WITH PERIODIC COEFFICIENTS TO A FAMILY OF Wiener PROCESSES. SOME APPLICATIONS. I”, Ukrainian Math J, 62:6 (2010), 847–871  crossref  mathscinet  zmath  isi
    5. B. V. Bondarev, S. M. Kozyr, “On the convergence rate of the solution of differential equation perturbed by “physical” white noise and the solution of corresponding diffusion equation. Exponential mixing”, Theory Probab. Appl., 56:4 (2011), 562–578  mathnet  crossref  crossref  mathscinet  isi  elib  elib
    6. A. V. Dobrovidov, “Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model”, Autom. Remote Control, 77:1 (2016), 55–80  mathnet  crossref  isi  elib
    7. Grahovac D. Leonenko N.N. Sikorskii A. Tesnjak I., “Intermittency of Superpositions of Ornstein?Uhlenbeck Type Processes”, J. Stat. Phys., 165:2 (2016), 390–408  crossref  mathscinet  zmath  isi  elib  scopus
    8. Rio E., “Asymptotic Theory of Weakly Dependent Random Processes”, Asymptotic Theory of Weakly Dependent Random Processes, Probability Theory and Stochastic Modelling, 80, Springer-Verlag Berlin, 2017, 1–204  crossref  isi
    9. Ibragimov I.A. Lifshits M.A. Nazarov A.I. Zaporozhets D.N., “On the History of St. Petersburg School of Probability and Mathematical Statistics: II. Random Processes and Dependent Variables”, Vestn. St Petersb. Univ.-Math., 51:3 (2018), 213–236  crossref  isi  scopus
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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