RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1977 Volume 72, Pages 62–74 (Mi znsl1961)

This article is cited in 1 paper

Analogs of the arcsine distribution for sequences linearly generated by independent random variables

Yu. A. Davydov


Abstract: Let $\{\xi_k\}$, $k=\dots,-1,0,1,\dots$, be a sequence of independent identically distributed random variables with $E_{\xi_k}=0$, $D_{\xi_k}=\sigma^2<\infty$. Let $\{c_k\}$ be a numerical sequence such that $\sum^\infty_{-\infty}c^2_k<\infty$ Let
$$ X_n=\sum^\infty_{-\infty}c_{k-n}\xi_k,\quad S_n=\sum^n_1X_k. $$
This article investigates the limit behavior of the distributions of functionals of the following type:
$$ \nu_k=\dfrac1n\sum^n_1h(S_k), $$
where $h$ is a bounded function on $R^1$.

UDC: 519.64


 English version:
Journal of Soviet Mathematics, 1983, 23:3, 2266–2275

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024