Weak convergence of additive functionals of a sequence of Markov chains

MaRDI QIDQ3077841zbMATH OpenFDO

Authors Yuri N. Kartashov, A. M. Kulik

Publication date 22 February 2011

zbMATH Keywords

\(W\)-functionaladditive functionalcharacteristic of additive functionallocal timeMarkov approximation

Mathematics Subject Classification ID

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

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Cited in

(11)

• Bivariate Markov chains converging to Lamperti transform Markov additive processes
• Weak convergence of Markov processes with extended generators
• Strong approximation for additive functionals of geometrically ergodic Markov chains
• Limit theorems for difference additive functionals
• Strong Markov approximation of Lévy processes and their generalizations in a scheme of series
• An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process
• Weak convergence of weighted additive functionals of long-range dependent fields
• Limit theorems for additive functionals of continuous time random walks
• Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain
• Weak convergence of functionals of non-homogeneous Markov chain
• Convergence of a sequence of Markov chains to a diffusion type process

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