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 evolutionstransport phenomenarandom classical mechanicsstrongly continuous operator semigroupstopology of weak convergence

Mathematics Subject Classification ID

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

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Cited in

(14)

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

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