Weak convergence of random polygonal lines to a Gaussian process

dc.contributor.author	Enikeeva Z.
dc.date.accessioned	2018-09-17T20:41:51Z
dc.date.available	2018-09-17T20:41:51Z
dc.date.issued	2005
dc.identifier.issn	0363-1672
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/133899
dc.description.abstract	We obtain a limit theorem of convergence in distribution for random polygonal lines defined by sums of independent random variables with replacements. In a particular case, the limit is the Gaussian Ornstein-Uhlenbeck process. © 2005 Springer Science+Business Media, Inc.
dc.relation.ispartofseries	Lithuanian Mathematical Journal
dc.subject	Convergence in distribution to a Gaussian process
dc.subject	Functional limit theorems
dc.subject	Ornstein-Uhlenbeck process
dc.title	Weak convergence of random polygonal lines to a Gaussian process
dc.type	Article
dc.relation.ispartofseries-issue	1
dc.relation.ispartofseries-volume	45
dc.collection	Публикации сотрудников КФУ
dc.relation.startpage	24
dc.source.id	SCOPUS03631672-2005-45-1-SID18244386721

Files in this item

Size: 43.45Kb

Format: PDF

Публикации сотрудников КФУ Scopus [24551]
Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.