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

DOI10.1007/BF01093831zbMATH Open0673.60020OpenAlexW2326187159MaRDI QIDQ1120890FDOQ1120890

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

Recommendations

• Central limit theorems for additive functionals of Markov chains.
• Central limit theorems for additive functionals of ergodic Markov diffusions processes
• scientific article; zbMATH DE number 3854094
• Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
• scientific article; zbMATH DE number 3881632
• On Functional Central Limit Theorems for Semi-Markov and Related Processes
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• scientific article; zbMATH DE number 6458576
• scientific article; zbMATH DE number 3936102

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Class of Markov Processes Taking Values on Lines and the Central Limit Theorem
• Title not available (Why is that?)
• Central limit theorem for homogeneous processes with independent increments and semi-Markov commutations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (15)

• Limit theorems for additive functionals of path-dependent SDEs
• Excursions and path functionals for stochastic processes with asymptotically zero drifts
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• A functional central limit theorem for Markov additive processes with an application to the closed Lu?Kumar network
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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

This page was built for publication: The central limit theorem for additive functionals of Markov and semi- Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1120890)