Concepedia

A New Limit Theorem for Stochastic Processes with Gaussian Increments

E. G. Gladyshev

Theory of Probability and Its Applications · 1961 · 79 citations · 6 references

Concepts

EngineeringMathematicsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesGaussian ProcessesLimit TheoremsMarkov ProcessesStochastic CalculusStochastic Differential EquationsGaussian DistributionsGaussian Random ProcessesLaw Of Large Numbers For MartingalesLimit Theorems For Markov ChainsMarkovian Gaussian ProcessesMartingale Central Limit TheoremRandom Walk Limit Theorems

Abstract

Article DataHistorySubmitted: 26 June 1959Published online: 17 July 2006Publication DataISSN (print): 0040-585XISSN (online): 1095-7219Publisher: Society for Industrial and Applied MathematicsCODEN: tprbau

References

6

Equivalence and perpendicularity of Gaussian processes

Jacob J. Feldman · Pacific Journal of Mathematics · 1958 · 258 citations

Engineering, Mathematics, Measurement Invariance +7

A strong limit theorem for Gaussian processes

Glen Baxter · Proceedings of the American Mathematical Society · 1956 · 122 citations

Engineering, Mathematics, Dynamical Systems +9

On a property of normal distributions of any stochastic process

Jaroslav Hájek · Czechoslovak Mathematical Journal · 1958 · 101 citations · Full text

Engineering, Mathematics, Probability Theory +6

Some comments on the detection of Gaussian signals in Gaussian noise

D. Slepian · IEEE Transactions on Information Theory · 1958 · 63 citations

Engineering, Electrical Engineering, Mathematics +14

A property of $J$-divergences of marginal probability distributions

Jaroslav Hájek · Czechoslovak Mathematical Journal · 1958 · 33 citations · Full text

Natural Sciences, Mathematics, Probability Theory +9