The central limit theorem for additive functionals of Markov and semi- Markov processes

DOI10.1007/BF01093831MaRDI QIDQ1120890zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk

Publication date 1986

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01093831

zbMATH Keywords

equationsasymptotic analysis of singularly perturbed Markov renewalasymptotic analysis of singularly perturbed Markov renewal equationslimit theorems for additive functionalssingularly perturbed semigroups of operators

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

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• scientific article; zbMATH DE number 3205721 (Why is no real title available?)
• Central limit theorem for homogeneous processes with independent increments and semi-Markov commutations
• On a Class of Markov Processes Taking Values on Lines and the Central Limit Theorem

Cited in

(15)

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• Excursions and path functionals for stochastic processes with asymptotically zero drifts
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• Central limit theorems under additive deformations
• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
• Central limit theorem for hitting times of functionals of Markov jump processes
• Local theorems for (multidimensional) additive functionals of semi-Markov chains
• scientific article; zbMATH DE number 6458576 (Why is no real title available?)
• A functional central limit theorem for Markov additive processes with an application to the closed Lu?Kumar network
• scientific article; zbMATH DE number 937324 (Why is no real title available?)
• scientific article; zbMATH DE number 2034360 (Why is no real title available?)
• Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
• Central limit theorems for additive functionals of ergodic Markov diffusions processes
• An invariance principle for additive functionals of semi-Markov processes
• Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes

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