平稳弱相关过程积分的收敛性

Lei g(x,ω) be a stationary weakly conelated process, G(t, x) be the Green's function and G(x) be a function with a smooth one-order derivative. Define stochastic processes ξ(t,ω)=∫₀¹G(t,x)g(x,ω)dx (0≤t≤1) and η(t,ω)=∫₀^tG(x)g(x,ω)dx (0≤t≤T) In this paper we give the strong approximations of random variables ξ(t) and η(t) to normal variables, and also give a weakly in variance principle for process η(·).

Convergence of the integration of the stationary weakly correlated process