Note on the asymptotic normality of a stochastic process with independent increments

DOI10.3792/pja/1195526312zbMath0255.60016OpenAlexW2078569432MaRDI QIDQ5670014

Motoo Hori, Tetsuo Fujimagari

Publication date: 1971

Published in: Proceedings of the Japan Academy, Series A, Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pja/1195526312

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes (60J99)

Related Items (3)

Limit theorems for hitting times of 1-dimensional generalized diffusions ⋮ Asymptotics of distributions of martingales with a continuous parameter ⋮ Asymptotics of distributions of martingales

Cites Work

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• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• Correction to: ``Application of the theory of Markov processes to comminution. I. The case of discrete time parameter

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