Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.
Słowa kluczowe
Rocznik
Tom
Numer
Strony
149-159
Opis fizyczny
Daty
wydano
2008-01-01
online
2009-02-09
Twórcy
autor
- Institute of Mathematics, M. Curie-Skłodowska University, pl. Marii Curie-Skłodowskiej 1 20-031 Lublin, Poland
Bibliografia
- Billingsley, P., Convergence of Probability Measures, Wiley, New York, 1968.
- Dudley, R. M., Real Analysis and Probability, Wadsworth Inc., Belmont, 1989.
- Dunford, N., Schwartz, J. T., Linear Operators, Interscience Publishers, Inc., New York, 1958.
- Ethier, S., Kurtz, T., Markov Processes, Wiley & Sons, New York, 1986.
- Helland, I. S., Central limit theorems for martingales with discrete or continuous time, Scand. J. Statist. 9 (1982), 79-94.
- Kipnis, C., Varadhan, S. R. S., Central limit theorem for additive functionals of reversible Markov process and applications to simple exclusions, Comm. Math. Phys. 104 (1986), 1-19.
- Meyn, S. P., Tweedie, R. L., Computable bounds for geometric convergence rates of Markov chains, Ann. Appl. Probab. 4 (1994), 981-1011.
- Sethuraman, S., Varadhan, S. R. S. and Yau, H. T., Diffusive limit of a tagged particle in asymmetric exclusion process, Comm. Pure Appl. Math. 53 (2000), 972-1006.
- Wu, L., Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes, Ann. Inst. H. Poincaré Probab. Statist. 35 (1999), 121-141.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.doi-10_2478_v10062-008-0016-0