Ergodicity and central limit theorems for a class of Markov processes
From MaRDI portal
Publication:1111244
DOI10.1016/0047-259X(88)90117-0zbMath0658.60094MaRDI QIDQ1111244
Oesook Lee, Rabi N. Bhattacharya
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)
Related Items
Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms ⋮ Limit theorems for some doubly stochastic processes ⋮ Learning with bounded memory in stochastic models ⋮ Asymptotic behaviors of randomly perturbed dynamical systems ⋮ A generalized backward scheme for solving nonmonotonic stochastic recursions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A central limit theorem for diffusions with periodic coefficients
- Asymptotics of a class of Markov processes which are not in general irreducible
- On the Taylor–Aris Theory of Solute Transport in a Capillary
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Invariant Probabilities for Certain Markov Processes
- Distances of Probability Measures and Random Variables