Limit theorems for some doubly stochastic processes

DOI10.1016/S0167-7152(96)00076-4MaRDI QIDQ1359788zbMATH OpenFDO

Authors Oesook Lee

Publication date 6 July 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov processweak convergencefunctional central limit theoremdoubly stochastic processinvariant probability

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25)

Cites work

• scientific article; zbMATH DE number 4084685 (Why is no real title available?)
• scientific article; zbMATH DE number 3789620 (Why is no real title available?)
• scientific article; zbMATH DE number 47283 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asymptotics of a class of Markov processes which are not in general irreducible
• Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function
• Ergodicity and central limit theorems for a class of Markov processes
• Ergodicity of nonlinear first order autoregressive models
• General Irreducible Markov Chains and Non-Negative Operators
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS

Cited in

(2)

• Système de processus auto-stabilisants
• Asymptotic behaviors of randomly perturbed dynamical systems

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