A new class of probability limit theorems
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- by John Lamperti PDF
- Bull. Amer. Math. Soc. 67 (1961), 267-269
References
- Monroe D. Donsker, An invariance principle for certain probability limit theorems, Mem. Amer. Math. Soc. 6 (1951), 12. MR 40613 2. A. Khintchine, Asymptotische Gesetze der Wahrscheinlichkeitsrechnung, New York, Chelsea, 1948 (reprinted). 3. J. Lamperti, Limit theorems for certain stochastic processes, Abstract 569-32 Notices Amer. Math. Soc. vol. 7 (1960) pp. 268-269.
- Yu. V. Prokhorov, Convergence of random processes and limit theorems in probability theory, Teor. Veroyatnost. i Primenen. 1 (1956), 177–238 (Russian, with English summary). MR 0084896
- A. V. Skorohod, Limit theorems for Markov processes, Teor. Veroyatnost. i Primenen. 3 (1958), 217–264 (Russian, with English summary). MR 0101560
Additional Information
- Journal: Bull. Amer. Math. Soc. 67 (1961), 267-269
- DOI: https://doi.org/10.1090/S0002-9904-1961-10575-2
- MathSciNet review: 0124078