Limit theorems for difference additive functionals

DOI10.1090/S0094-9000-2012-00843-0MaRDI QIDQ2890722zbMATH OpenFDO

Authors Yu. M. Kartashov

Publication date 11 June 2012

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

additive functionalinvariance principlecharacteristic of an additive functional

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Probabilistic potential theory (60J45)

Recommendations

• scientific article; zbMATH DE number 7120892
• On the limit laws of distributions of additive functions
• scientific article; zbMATH DE number 1880255
• Functional limit theorems for additive arithmetic functions on intervals
• Limit theorems of Brownian additive functionals
• A limit theorem for difference operators
• scientific article; zbMATH DE number 3150270
• scientific article; zbMATH DE number 3267430
• scientific article; zbMATH DE number 3310989
• Finitely additive uniform limit theorems

Cites work

• scientific article; zbMATH DE number 3778410 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 3802533 (Why is no real title available?)
• scientific article; zbMATH DE number 1433619 (Why is no real title available?)
• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• Convergence of difference additive functionals under local conditions on their characteristics
• Local times on curves and uniform invariance principles
• Markov approximation of stable processes by random walks
• Sufficient conditions for the convergence of local-time type functionals of Markov approximations
• Weak convergence of additive functionals of a sequence of Markov chains

Cited in

(21)

• Errors of functionals of a Markov process due to discreteness of measurements
• Limit theorems for additive functionals of path-dependent SDEs
• scientific article; zbMATH DE number 90842 (Why is no real title available?)
• Representation of additive functionals and local times for jump Markov processes and their functional limit theorem
• Weak convergence of additive functionals of a sequence of Markov chains
• Limit theorems for additive functionals on Markov processes in the scheme of series
• Limit theorems for additive functionals of a Markov chain
• Exponential functionals of Markov additive processes
• A limit theorem for difference operators
• An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process
• scientific article; zbMATH DE number 3150270 (Why is no real title available?)
• Central limit theorems for additive functionals of Markov chains.
• Additive functionals for discrete-time Markov chains with applications to birth-death processes
• scientific article; zbMATH DE number 7120892 (Why is no real title available?)
• Convergence of difference additive functionals under local conditions on their characteristics
• Absolute continuity and local limit theorems for homogeneous functionals of point processes
• scientific article; zbMATH DE number 5258072 (Why is no real title available?)
• Additive functionals for discrete-time single death chains
• Sufficient conditions for the convergence of local-time type functionals of Markov approximations
• A functional limit theorem for coin tossing Markov chains
• scientific article; zbMATH DE number 3980136 (Why is no real title available?)

This page was built for publication: Limit theorems for difference additive functionals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2890722)