scientific article; zbMATH DE number 4143147

MaRDI QIDQ3473882zbMATH OpenFDO

Authors K. B. Athreya

Publication date 1986

zbMATH Keywords

limit theorems for functionalsrecurrentregenerative processesregular variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Brownian motion (60J65) Markov processes (60J99)

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Cited in

(11)

• A note on conjugate \(\Pi\)-variation and a weak limit theorem for the number of renewals
• Strong approximation of additive functionals
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion
• Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes
• Limit theorems for some continuous-time random walks
• Brownian crossings via regeneration times
• Kempe Revisited
• Monte Carlo methods for improper target distributions
• The strong law of large numbers and a functional central limit theorem for general Markov additive processes
• Another limit theorem for slowly increasing occupation times

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