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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 3, Pages 349–350 (Mi tvp4789)  
This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter

Yu. A. Rozanov

Moscow
Full-text PDF (230 kB) Citations (6) English version article
Abstract: Let $\xi (t)$ be a stationary process with the “strong mixing” property $( * )$.
We give the necessary and sufficient condition permitting the central limit theorem to be applied to the process $\eta(t)$ (the output of a linear filter whose input is $\xi(t)$.
Received: 28.04.1960
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 3, Pages 321–322
DOI: https://doi.org/10.1137/1106042
Document Type: Article
Language: Russian
Citation: Yu. A. Rozanov, “On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter”, Teor. Veroyatnost. i Primenen., 6:3 (1961), 349–350; Theory Probab. Appl., 6:3 (1961), 321–322
Citation in format AMSBIB
\Bibitem{Roz61}
\by Yu.~A.~Rozanov
\paper On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 3
\pages 349--350
\mathnet{http://mi.mathnet.ru/tvp4789}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 3
\pages 321--322
\crossref{https://doi.org/10.1137/1106042}
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  • https://www.mathnet.ru/eng/tvp/v6/i3/p349
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:2
     
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