This article is cited in 6 papers

Short Communications

On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter

Yu. A. Rozanov

Moscow

Abstract: Let $\xi (t)$ be a stationary process with the “strong mixing” property $( * )$.
We give the necessary and sufficient condition permitting the central limit theorem to be applied to the process $\eta(t)$ (the output of a linear filter whose input is $\xi(t)$.

Received: 28.04.1960

 English version: Theory of Probability and its Applications, 1961, 6:3, 321–322