scientific article; zbMATH DE number 5055324

MaRDI QIDQ5487546zbMATH OpenFDO

Authors A. V. Bayev, B. V. Bondarev

Publication date 19 September 2006

zbMATH Keywords

Ornstein-Uhlenbeck processWiener process

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(3)

• Modified Lindley process with replacement: dynamic behavior, asymptotic decomposition and applications
• The invariance principle for stationary processes. Estimate of the rate of convergence
• The invariance principle for the Ornstein-Uhlenbeck process with fast Poisson time: an estimate for the rate of convergence

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