首页 | 本学科首页   官方微博 | 高级检索  
     


On weak convergence of functionals of stochastic processes with continuously differentiable paths
Authors:A. A. Rusakov  O. V. Seleznev
Abstract:We obtain a criterion for weak convergence of a sequence of stochastic processesxgrn(t), t isin [0, 1],n isinN,xgrn(t) isinRm in the spaceCmk[0, 1] of continuously differentiable functions. We consider several examples of weakly convergent sequences of stochastic processes inCmk[0, 1] and several integer functionals defined on these random variables.Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 85–90, 1987.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号