On a property of normal distributions of any stochastic process

Jaroslav Hájek

Czechoslovak Mathematical Journal (1958)

  • Volume: 08, Issue: 4, page 610-618
  • ISSN: 0011-4642

How to cite

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Hájek, Jaroslav. "Об одном свойстве нормальных распределений произвольного стохастического процесса." Czechoslovak Mathematical Journal 08.4 (1958): 610-618. <http://eudml.org/doc/11961>.

@article{Hájek1958,
author = {Hájek, Jaroslav},
journal = {Czechoslovak Mathematical Journal},
keywords = {probability theory},
language = {rus},
number = {4},
pages = {610-618},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Об одном свойстве нормальных распределений произвольного стохастического процесса},
url = {http://eudml.org/doc/11961},
volume = {08},
year = {1958},
}

TY - JOUR
AU - Hájek, Jaroslav
TI - Об одном свойстве нормальных распределений произвольного стохастического процесса
JO - Czechoslovak Mathematical Journal
PY - 1958
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 08
IS - 4
SP - 610
EP - 618
LA - rus
KW - probability theory
UR - http://eudml.org/doc/11961
ER -

References

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  1. Cameron R. H. a Martin W. T., 10.1090/S0002-9904-1947-08762-0, Bull. Am. Math. Soc. 53 (1947), 130-137. (1947) MR0019259DOI10.1090/S0002-9904-1947-08762-0
  2. Černý J., O Hellingerově integrálu, (Об интеграле Хеллингера), Časopis pro pěstování matematiky 82 (1957), 24-43. (1957) 
  3. Hájek J., A property of J-divergences of marginal probability distributions, Czechosl. Math. J. 8 (83), 1958, 460-463. (1958) MR0099712
  4. Jeffreys H., Theory of probability, Oxford 1948. (1948) Zbl0030.16501
  5. Kullback S., Leibler R. A., 10.1214/aoms/1177729694, Ann. Math. Stat. 22 (1951), 79-86. (1951) Zbl0042.38403MR0039968DOI10.1214/aoms/1177729694
  6. Maruyama G., Notes on Weiner integrals, Kodai Math. Seminar Reports No. 3, 1950. (1950) 

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