Diffusion approximation of normalized integrals of weakly dependent processes and its applications
We obtain exact estimates for the rate of convergence of normalized integrals of weakly dependent stationary processes to the standard Wiener process in the uniform metric in probability. These estimates are then applied to the investigation of the behavior of stochastic systems with curvilinear bou...
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| Дата: | 1994 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1994
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/5584 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511814791462912 |
|---|---|
| author | Bondarev, B. V. Shurko, I. L. Бондарев, Б. В. Шурко, И. Л. Бондарев, Б. В. Шурко, И. Л. |
| author_facet | Bondarev, B. V. Shurko, I. L. Бондарев, Б. В. Шурко, И. Л. Бондарев, Б. В. Шурко, И. Л. |
| author_sort | Bondarev, B. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:14:13Z |
| description | We obtain exact estimates for the rate of convergence of normalized integrals of weakly dependent stationary processes to the standard Wiener process in the uniform metric in probability. These estimates are then applied to the investigation of the behavior of stochastic systems with curvilinear boundaries subjected to the action of weakly dependent random perturbations. |
| first_indexed | 2026-03-24T03:18:53Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5584 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:18:53Z |
| publishDate | 1994 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/ea/cfeb7c893e71af25ac06037b373d58ea.pdf |
| spelling | umjimathkievua-article-55842020-03-19T09:14:13Z Diffusion approximation of normalized integrals of weakly dependent processes and its applications Диффузионная аппроксимация нормированных интегралов от процессов со слабой зависимостью и ее применения Bondarev, B. V. Shurko, I. L. Бондарев, Б. В. Шурко, И. Л. Бондарев, Б. В. Шурко, И. Л. We obtain exact estimates for the rate of convergence of normalized integrals of weakly dependent stationary processes to the standard Wiener process in the uniform metric in probability. These estimates are then applied to the investigation of the behavior of stochastic systems with curvilinear boundaries subjected to the action of weakly dependent random perturbations. Знайдені точні оцінки швидкості збіжності для нормованих інтегралів від стаціонарних процесів зі слабкою залежністю до стандартного вінерівського процесу в рівномірній магриці за ймовірністю. Одержаний результат застосований до дослідження поведінки в криволінійних границях стохасгичних систем, підданих слабко залежним випадковим діям. Institute of Mathematics, NAS of Ukraine 1994-11-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5584 Ukrains’kyi Matematychnyi Zhurnal; Vol. 46 No. 11 (1994); 1449–1466 Український математичний журнал; Том 46 № 11 (1994); 1449–1466 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5584/7853 https://umj.imath.kiev.ua/index.php/umj/article/view/5584/7854 Copyright (c) 1994 Bondarev B. V.; Shurko I. L. |
| spellingShingle | Bondarev, B. V. Shurko, I. L. Бондарев, Б. В. Шурко, И. Л. Бондарев, Б. В. Шурко, И. Л. Diffusion approximation of normalized integrals of weakly dependent processes and its applications |
| title | Diffusion approximation of normalized integrals of weakly dependent processes and its applications |
| title_alt | Диффузионная аппроксимация нормированных интегралов от процессов со слабой зависимостью и ее применения |
| title_full | Diffusion approximation of normalized integrals of weakly dependent processes and its applications |
| title_fullStr | Diffusion approximation of normalized integrals of weakly dependent processes and its applications |
| title_full_unstemmed | Diffusion approximation of normalized integrals of weakly dependent processes and its applications |
| title_short | Diffusion approximation of normalized integrals of weakly dependent processes and its applications |
| title_sort | diffusion approximation of normalized integrals of weakly dependent processes and its applications |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5584 |
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