S. M. Krasnitskiy, O. O. Kurchenko, “Baxter type theorems for generalized random Gaussian processes”, Theory Stoch. Process., 2016, том 21(37), выпуск 1,страницы 45

Baxter type theorems for generalized random Gaussian processes

S. M. Krasnitskiy^a, O. O. Kurchenko^b

^a Kyiv National University of Technology and Design, Informational Technology Department, Nemirovich-Danchenko Street 2, 01601, Kyiv, GSP, Ukraine
^b Kyiv National Taras Shevchenko University, Mechanics and Mathematics Faculty, Volodymyrs’ka Street 64, 01601, Kyiv, Ukraine

Аннотация: Some type of Baxter sums for generalized random processes are constructed in this work. Sufficient conditions for such a sum to converge to a non–random constant are obtained. We apply our result to a process of white noise and a derivative of fractional Brownian motion.

Ключевые слова: Levy–Baxter theorems, generalized Gaussian random process.

MSC: Primary 42C40; Secondary 60G12

Язык публикации: английский