Hilbert space representations of general discrete time stochastic processes

DOI10.1016/0304-4149(85)90049-3zbMath0568.60007OpenAlexW1976647434MaRDI QIDQ1060483

Dudley Paul Johnson

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90049-3

zbMATH Keywords

central limit theoremHilbert space representationdiscrete time stochastic process

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Central limit theorems for random evolutions ⋮ A short proof of the central limit theorem for Markov chains ⋮ A central limit theorem for products of dependent random linear and nonlinear operators

Cites Work

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• A short proof of the central limit theorem for Markov chains
• Representations of general stochastic processes

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