Convergence of random step lines to Ornstein-Uhlenbeck-type processes distributed random variables multiplied by independent indicators. These processes describe some models
The distribution density of square value probabilities functionality from trajectories of wiener processVitokhina, N. N.,
Virchenko, Yu. P.,
Zinchenko, N. A.,
Motkina, N. N.,
Esin, V. A.,
Bugayevskaya, A. N. for composite functions of square values in Gaussian casual process trajectories. Calculating
distribution Kolmogorov goodness-of-fit test for S-symmetric distributions in climate and weather modeling function of a
continuous random variable, e.g., a precipitation level, wind force, etc. In this paper
Construction of Measure by Given ProjectionsIn the paper the general form of
absolutely continuous with respect to the Lebesgue measure charges
Weak convergence of random polygonal lines to a Gaussian processWe obtain a limit theorem of convergence in
distribution for
random polygonal lines defined by
sums Вероятностный прием преобразования кратных интегралов к интегралам меньшей размерности continuous probability
distribution is possible. This representation allows us to use the probability concept
On Complete Convergence of the Sum of a Random Number of Stable Type P Random ElementsComplete convergence for
randomly indexed normalized
sums of
random elements of the form [Formula
Limit Theorems for Number of Particles from a Fixed Set of Cells of freedom,
sums of these
random variables which centered and normalized converge in
distribution to a