A central limit problem in random evolutions

DOI10.1214/AOP/1176993302MaRDI QIDQ799023zbMATH OpenOpenAlexFDO

Authors Joseph C. Watkins

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993302

zbMATH Keywords

random classical mechanicsrandom evolutionsstrongly continuous operator semigroupstopology of weak convergencetransport phenomena

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Classical equilibrium statistical mechanics (general) (82B05)

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Cited in

(14)

• Limit theorems for stationary random evolutions
• A stochastic integral representation for random evolutions
• Central limit theorems for random evolutions
• The evolution of core collections can be described via Banach space valued stochastic processes
• Nonlinear normalization of random evolution in the Levy approximation scheme
• Switching processes: Averaging principle, diffusion approximation and applications
• Weak convergence of Markov random evolutions in a multidimensional space
• Convergence of random bounded linear operators in the Skorokhod space
• The birth of random evolutions
• Operator approach to weak convergence of measures and limit theorems for random operators
• scientific article; zbMATH DE number 3885071 (Why is no real title available?)
• Central Limit Theorem for Products of Random Matrices
• Bivariate step processes and random evolutions
• Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach)

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