An invariance principle for additive functionals of semi-Markov processes

DOI10.1007/978-3-319-71504-9_34MaRDI QIDQ1699886zbMATH OpenOpenAlexFDO

Authors Adina Oprisan

Publication date 26 February 2018

Full work available at URL https://doi.org/10.1007/978-3-319-71504-9_34

zbMATH Keywords

Markov processalmost sure central limit theoremadditive functionalsMarkov renewal processinvariance principlesemi-Markov process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15) Local time and additive functionals (60J55)

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(9)

• Principes d'invariance par moyennisation logarithmique pour les processus de Markov. (Invariance principles with logarithmic averaging for Markov processes)
• An almost sure invariance principle for additive functionals of Markov chains
• Local theorems for (multidimensional) additive functionals of semi-Markov chains
• scientific article; zbMATH DE number 1774269 (Why is no real title available?)
• Antisymmetric functionals of reversible Markov processes
• Additive functionals and a time change which preserves the semi-Markov property of the process
• Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
• Stochastic and statistical stability of the classical Lorenz flow under perturbations modeling anthropogenic type forcing
• Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes

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