scientific article; zbMATH DE number 937324

MaRDI QIDQ4896467zbMATH OpenFDO

Authors Faïza Maaouia

Publication date 18 March 1997

zbMATH Keywords

additive functionalSkorokhod embedding techniquestrong functional version of the central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Multiplicative functionals and Markov processes (60J57)

Recommendations

• The principle of large deviations for martingale additive functionals of recurrent Markov processes
• Central limit theorems for additive functionals of Markov chains.
• The central limit theorem for additive functionals of Markov and semi- Markov processes
• scientific article; zbMATH DE number 2188051

Cited in

(7)

• Invariance principles with logarithmic averaging for continuous local martingales
• Limit theorems with weights for vector-valued martingales
• Law of strong large numbers and central limit theorem of a class of Markov skeleton processes
• Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
• scientific article; zbMATH DE number 3951684 (Why is no real title available?)
• On Strong Versions of the Central Limit Theorem
• scientific article; zbMATH DE number 2034360 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4896467)