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Bernoulli 1713 Bayes 1763 Laplace 1813 pp 253–262Cite as

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

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Abstract

Let x (t), 0 ≦ t ≦ T, 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.

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Authors and Affiliations

  1. Academy of Sciences of the USSR, Russia

    A. M. Yaglom

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  1. A. M. Yaglom
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Jerzy Neyman Lucien M. Le Cam

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© 1965 Springer-Verlag Berlin · Heidelberg

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Yaglom, A.M. (1965). Strong Limit Theorems for Stochastic Processes and Orthogonality Conditions for Probability Measures. In: Neyman, J., Le Cam, L.M. (eds) Bernoulli 1713 Bayes 1763 Laplace 1813. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-99884-3_15

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  • DOI: https://doi.org/10.1007/978-3-642-99884-3_15

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-03260-1

  • Online ISBN: 978-3-642-99884-3

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