On some limit theorems for the maximum of sums of independent random processes

2008 ◽  
Vol 60 (12) ◽  
pp. 1955-1967 ◽  
Author(s):  
I. K. Matsak
Keyword(s):  
Limit Theorems ◽  
Random Processes

Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes

1991 ◽  
Vol 28 (01) ◽  
pp. 17-32 ◽  
Author(s):  
O. V. Seleznjev
Keyword(s):  
Gaussian Processes ◽  
Limit Distribution ◽  
Limit Theorems ◽  
Point Processes ◽  
Random Processes ◽  
Trigonometric Polynomials ◽  
Stationary Processes ◽  
Periodic Processes

We consider the limit distribution of maxima and point processes, connected with crossings of an increasing level, for a sequence of Gaussian stationary processes. As an application we investigate the limit distribution of the error of approximation of Gaussian stationary periodic processes by random trigonometric polynomials in the uniform metric.

Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes

1991 ◽  
Vol 28 (1) ◽  
pp. 17-32 ◽  
Author(s):  
O. V. Seleznjev
Keyword(s):  
Gaussian Processes ◽  
Limit Distribution ◽  
Limit Theorems ◽  
Point Processes ◽  
Random Processes ◽  
Trigonometric Polynomials ◽  
Stationary Processes ◽  
Periodic Processes

We consider the limit distribution of maxima and point processes, connected with crossings of an increasing level, for a sequence of Gaussian stationary processes. As an application we investigate the limit distribution of the error of approximation of Gaussian stationary periodic processes by random trigonometric polynomials in the uniform metric.

Limit theorems with refinements for random processes

1987 ◽  
Vol 38 (5) ◽  
pp. 2218-2229
Author(s):  
A. D. Venttsel'
Keyword(s):  
Limit Theorems ◽  
Random Processes

scholarly journals A simple approach in limit theorems for linear random processes and fields with continuous time

2012 ◽  
Vol 57 (4) ◽  
pp. 724-743
Author(s):  
Юрий Александрович Давыдов ◽  
Yurii Aleksandrovich Davydov ◽  
Вигантас И Паулаускас ◽  
Vygantas I Paulauskas
Keyword(s):  
Continuous Time ◽  
Limit Theorems ◽  
Random Processes ◽  
Simple Approach

Limit Theorems for Random Processes

2004 ◽  
pp. 362-439
Author(s):  
Iosif Il’ich Gihman ◽  
Anatoliĭ Vladimirovich Skorokhod
Keyword(s):  
Limit Theorems ◽  
Random Processes

scholarly journals Limit theorems for solutions of stochastic differential equation problems

1980 ◽  
Vol 3 (1) ◽  
pp. 113-149 ◽  
Author(s):  
J. Vom Scheidt ◽  
W. Purkert
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Initial Value Problems ◽  
Limit Theorems ◽  
Eigenvalue Problems ◽  
Random Processes ◽  
Inhomogeneous Term ◽  
Initial Value ◽  
Linear Differential

In this paper linear differential equations with random processes as coefficients and as inhomogeneous term are regarded. Limit theorems are proved for the solutions of these equations if the random processes are weakly correlated processes.Limit theorems are proved for the eigenvalues and the eigenfunctions of eigenvalue problems and for the solutions of boundary value problems and initial value problems.

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