Strong Limit Theorems for Stochastic Processes and Orthogonality Conditions for Probability Measures

  • A. M. Yaglom

Abstract

Let x (t), 0 ≦ tT, be the Wiener process, that is, a real Gaussian stochastic process with
$$Ex\left( t \right)=0,Ex\left( t \right)x\left( s \right)=R\left( t,s \right)=\min \left\{ t,s \right\}$$
(1)
and let N n for n = 1, 2, ... be the sequence of increasing integers.

Keywords

Covariance 

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Copyright information

© Springer-Verlag Berlin · Heidelberg 1965

Authors and Affiliations

  • A. M. Yaglom
    • 1
  1. 1.Academy of Sciences of the USSRRussia

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