Hostname: page-component-5c6d5d7d68-thh2z Total loading time: 0 Render date: 2024-08-08T18:24:04.598Z Has data issue: false hasContentIssue false
  • English
  • Français

A Central Limit Theorem for General Stochastic Processes

Published online by Cambridge University Press:  20 November 2018

Dudley Paul Johnson
Dudley Paul Johnson*
Affiliation:
Department of Mathematics and Statistics the University of Calgary, Calgary, Alberta T2N 1N4
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

We show that under mild conditions the Central Limit Theorem holds for general stochastic processes.

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 22 , Issue 1 , 01 March 1979 , pp. 103 - 104
Copyright
Copyright © Canadian Mathematical Society 1979

References

1. Dunford, N. and Schwartz, S. (1958). Linear Operators I: General theory. Pure and Appl. Math., Vol. 7, Interscience, New York.Google Scholar
2. Johnson, Dudley Paul, (1970). Markov Process representations of general stochastic processes. Proc. Amer. Math. Soc. 24, 735-738.Google Scholar
3. Johnson, Dudley Paul, (1974). Representations and classifications of stochastic processes. Trans. Amer. Math. Soc. 188 (1974), 179-197.Google Scholar
4. Meyer, P. A. (1966). Probability and potentials. Blaisdell, Waltham, Mass. Google Scholar