Abstract
This chapter deals with studying asymptotic properties of sample paths of multidimensional (partly, one-dimensional) Gaussian Markov sequences. Basically, we consider what conditions may provide that the sample paths of Gaussian Markov sequences would be Cauchy sequences, or convergent to zero, or bounded, etc.
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© 1997 Springer Science+Business Media Dordrecht
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Buldygin, V., Solntsev, S. (1997). Asymptotic properties of Gaussian Markov sequences. In: Asymptotic Behaviour of Linearly Transformed Sums of Random Variables. Mathematics and Its Applications, vol 416. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-5568-7_6
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DOI: https://doi.org/10.1007/978-94-011-5568-7_6
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-6346-3
Online ISBN: 978-94-011-5568-7
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