A note on uniform convergence of stochastic processes
HTML articles powered by AMS MathViewer
- by John B. Walsh PDF
- Proc. Amer. Math. Soc. 18 (1967), 129-132 Request permission
References
- S. D. Chatterji, A note on the convergence of Banach-space valued martingales, Math. Ann. 153 (1964), 142–149. MR 161376, DOI 10.1007/BF01361182
- Jean Delporte, Convergence uniforme presque sûre de séries de fonctions aléatoires normales presque sûrement continues. Application à l’étude de la fonction du mouvement brownien de Wiener-Lévy, C. R. Acad. Sci. Paris 256 (1963), 3949–3952 (French). MR 149517
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
- M. Kac and A. J. F. Siegert, An explicit representation of a stationary Gaussian process, Ann. Math. Statistics 18 (1947), 438–442. MR 21672, DOI 10.1214/aoms/1177730391 R. C. Paley and N. Wiener, Fourier transforms in the complex domain, Amer. Math. Soc. Colloq. Publ., Vol. 19, Amer. Math. Soc., Providence, R. I., 1934.
- Frank S. Scalora, Abstract martingale convergence theorems, Pacific J. Math. 11 (1961), 347–374. MR 123356
- L. A. Shepp, Radon-Nikodým derivatives of Gaussian measures, Ann. Math. Statist. 37 (1966), 321–354. MR 190999, DOI 10.1214/aoms/1177699516
Additional Information
- © Copyright 1967 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 18 (1967), 129-132
- MSC: Primary 60.30; Secondary 60.08
- DOI: https://doi.org/10.1090/S0002-9939-1967-0203792-0
- MathSciNet review: 0203792