Limit theorems for difference additive functionals

DOI10.1090/S0094-9000-2012-00843-0MaRDI QIDQ2890722zbMATH OpenFDO

Authors Yu. M. Kartashov

Publication date 11 June 2012

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0094-9000-2012-00843-0

zbMATH Keywords

additive functionalcharacteristic of an additive functionalinvariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

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Cites work

• Convergence of difference additive functionals under local conditions on their characteristics
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• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• Local times on curves and uniform invariance principles
• Markov approximation of stable processes by random walks
• Sufficient conditions for the convergence of local-time type functionals of Markov approximations
• Weak convergence of additive functionals of a sequence of Markov chains

Cited in

(22)

• Limit theorems for additive functionals of a Markov chain
• Errors of functionals of a Markov process due to discreteness of measurements
• Bounds for characteristic functions of additive functionals of some Markov processes
• Representation of additive functionals and local times for jump Markov processes and their functional limit theorem
• Central limit theorems for additive functionals of Markov chains.
• A functional limit theorem for coin tossing Markov chains
• Exponential functionals of Markov additive processes
• Limit theorems for additive functionals of path-dependent SDEs
• Absolute continuity and local limit theorems for homogeneous functionals of point processes
• Limit theorems for additive functionals on Markov processes in the scheme of series
• An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process
• Convergence of difference additive functionals under local conditions on their characteristics
• Weak convergence of additive functionals of a sequence of Markov chains
• Additive functionals for discrete-time Markov chains with applications to birth-death processes
• scientific article; zbMATH DE number 3150270 (Why is no real title available?)
• scientific article; zbMATH DE number 3980136 (Why is no real title available?)
• scientific article; zbMATH DE number 90842 (Why is no real title available?)
• A limit theorem for difference operators
• scientific article; zbMATH DE number 7120892 (Why is no real title available?)
• Sufficient conditions for the convergence of local-time type functionals of Markov approximations
• scientific article; zbMATH DE number 5258072 (Why is no real title available?)
• Additive functionals for discrete-time single death chains

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