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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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Bibliographic Details
Date:	1994
Main Authors:	Bondarev, B. V., Shurko, I. L., Бондарев, Б. В., Шурко, И. Л.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1994
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5584
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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