A note on uniform convergence of stochastic processes
Author:
John B. Walsh
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
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References | Similar Articles | Additional Information
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- [2] J. Delporte, Convergence uniforme presque sûre de séries de fonctions aléatoires normales presque sûrement continue, C. R. Acad. Sci. Paris 256 (1963), 3949-3952. MR 0149517 (26:7003)
- [3] J. L. Doob, Stochastic processes, Wiley, New York, 1953. MR 0058896 (15:445b)
- [4] M. Kac and A. J. F. Siegert, An explicit representation of a stationary gaussian process, Ann. Math. Statist. 18 (1947), 438-442. MR 0021672 (9:97a)
- [5] 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.
- [6] F. S. Scalora, Abstract martingale convergence theorems, Pacific J. Math. 11 (1961), 347-374. MR 0123356 (23:A684)
- [7] L. A. Shepp, Radon-Nikodym derivatives of gaussian measures, Ann. Math. Statist. 37 (1966), 321-354. MR 0190999 (32:8408)
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Additional Information
DOI:
https://doi.org/10.1090/S0002-9939-1967-0203792-0
Article copyright:
© Copyright 1967
American Mathematical Society