vom Scheidt, J.; Fellenberg, B. - In: Mathematics and Computers in Simulation (MATCOM) 29 (1987) 3, pp. 191-208
The investigation of linear functionals of weakly correlated processes which arise e.g. from the solutions of random differential equation problems are dealt with. A brief survey of the theory of weakly correlated processes is given, and especially, approximations of moments and distributions of...