Abstract:
In this paper stationary stochastic processes in the strong sense {xj} are investigated, which satisfy the condition
|P(AB)−P(A)P(B)|≤φ(n)P(A),φ(n)↓0,
for every A∈M0−∞,B∈M∞n, or the “strong mixing condition”
supA∈M0−∞,B∈M∞n|P(AB)−P(A)P(B)|α(n)↓0,
where Mba is a σ-algebra generated by the events
{(xi1,xi2,…,xik)∈E},a≤i1<i2<⋯<ik≤b, E being a k-dimensional Borel set.
Some limit theorems for the sums of the type x1+⋯+xnBn−Anorf1+⋯+fnBn−An are established. Here fj=Tjf, and the random variable f is measurable with respect to M∞−∞.
Citation:
I. A. Ibragimov, “Some Limit Theorems for Stationary Processes”, Teor. Veroyatnost. i Primenen., 7:4 (1962), 361–392; Theory Probab. Appl., 7:4 (1962), 349–382
\Bibitem{Ibr62}
\by I.~A.~Ibragimov
\paper Some Limit Theorems for Stationary Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1962
\vol 7
\issue 4
\pages 361--392
\mathnet{http://mi.mathnet.ru/tvp4736}
\transl
\jour Theory Probab. Appl.
\yr 1962
\vol 7
\issue 4
\pages 349--382
\crossref{https://doi.org/10.1137/1107036}
Linking options:
https://www.mathnet.ru/eng/tvp4736
https://www.mathnet.ru/eng/tvp/v7/i4/p361
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