Asymptotic behavior of Markov evolutions until absorption

DOI10.1007/BF01058490zbMath0607.60062OpenAlexW2085240538MaRDI QIDQ1085524

A. Tadzhiev, V. V. Korolyuk

Publication date: 1986

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01058490

zbMATH Keywords

stationary distributionuniformly ergodicasymptotic expansion for the characteristic function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Limit theorems in probability theory (60F99) Markov processes (60J99)

Related Items

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes, Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space

Cites Work

• Central limit theorem for homogeneous processes with independent increments and semi-Markov commutations
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