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Teoriya Veroyatnostei i ee Primeneniya, 1962, Volume 7, Issue 4, Pages 361–392 (Mi tvp4736)  

This article is cited in 518 scientific papers (total in 519 papers)

Some Limit Theorems for Stationary Processes

I. A. Ibragimov

Leningrad
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 AM0,BMn, or the “strong mixing condition”
supAM0,BMn|P(AB)P(A)P(B)|α(n)0,
where Mba is a σ-algebra generated by the events
{(xi1,xi2,,xik)E},ai1<i2<<ikb,
E being a k-dimensional Borel set.
Some limit theorems for the sums of the type
x1++xnBnAnorf1++fnBnAn
are established. Here fj=Tjf, and the random variable f is measurable with respect to M.
Received: 15.01.1961
English version:
Theory of Probability and its Applications, 1962, Volume 7, Issue 4, Pages 349–382
DOI: https://doi.org/10.1137/1107036
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\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}
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  • https://www.mathnet.ru/eng/tvp/v7/i4/p361
  • This publication is cited in the following 519 articles:
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