Limit theorems for random evolutions with explicit error estimates

DOI10.1007/BF00533244MaRDI QIDQ5676869zbMATH OpenOpenAlexFDO

Authors Richard S. Ellis

Publication date 1974

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00533244

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Markov processes (60J99)

Cites work

• A limit theorem for perturbed operator semigroups with applications to random evolutions
• Chapman‐enskog‐hilbert expansion for a markovian model of the boltzmann equation
• Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
• scientific article; zbMATH DE number 3296351 (Why is no real title available?)
• scientific article; zbMATH DE number 3393124 (Why is no real title available?)
• Non‐commuting random evolutions, and an operator‐valued Feynman‐Kac formula
• Random evolutions are asymptotically gaussian

Cited in

(4)

• The birth of random evolutions
• Some stochastic processes which arise from a model of the motion of a bacterium
• Chapman‐enskog‐hilbert expansion for a markovian model of the boltzmann equation
• Chapman-Enskog-Hilbert Expansion for the Ornstein-Uhlenbeck Process and the Approximation of Brownian Motion

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