Asymptotics of a class of Markov processes which are not in general irreducible
From MaRDI portal
Publication:1107205
DOI10.1214/aop/1176991694zbMath0652.60028OpenAlexW2000661586MaRDI QIDQ1107205
Rabi N. Bhattacharya, Oesook Lee
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991694
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
Related Items
Central limit theorems for additive functionals of Markov chains. ⋮ Simulation-based estimation of dynamic models with continuous equilibrium solutions ⋮ Seeking ergodicity in dynamic economies ⋮ Attracting graphs of skew products with non-contracting fiber maps ⋮ Markovian equilibrium in infinite horizon economies with incomplete markets and public policy ⋮ Limit theorems for some doubly stochastic processes ⋮ Ergodicity and central limit theorems for a class of Markov processes ⋮ Stability of the Markov operator and synchronization of Markovian random products ⋮ Controlled semi-Markov models - the discounted case ⋮ Stochastic optimal growth with a non-compact state space ⋮ Completeness of Bhattacharya metric on the space of probabilities ⋮ An order-theoretic mixing condition for monotone Markov chains ⋮ Limit theorems for monotone Markov processes ⋮ Estimation by simulation of monotone dynamical systems ⋮ Alsedà–Misiurewicz systems with place-dependent probabilities* ⋮ A central limit theorem for functions of a Markov chain with applications to shifts ⋮ Approximation of invariant measures for random iterations ⋮ On a class of stable random dynamical systems: Theory and applications ⋮ Stationary measures for randomly chosen maps ⋮ Consistency properties of a simulation-based estimator for dynamic processes ⋮ Random iterates of monotone maps ⋮ Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations ⋮ A unified stability theory for classical and monotone Markov chains ⋮ Random iterations of maps on Rk : asymptotic stability, synchronisation and functional central limit theorem ⋮ Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics
