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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1971 Volume 16, Issue 1, Pages 157–163 (Mi tvp1984)

This article is cited in 10 papers

Short Communications

On asymptotical behaviour of some functionals of processes with independent increments

Yu. A. Davydov, I. A. Ibragimov

Leningrad

Abstract: This paper deals with asympototical behaviour of $\mathbf Ef(S_t)$ where $f$ is a bounded function and $S_t$ is a stochastic process with independent and stationary increments.

Received: 09.03.1970


 English version:
Theory of Probability and its Applications, 1971, 16:1, 162–167

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