Classical limit theorems for measure-valued Markov processes

DOI10.1016/0047-259X(79)90081-2zbMath0412.60075OpenAlexW1984214835MaRDI QIDQ1260437

Alan F. Karr

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90081-2

zbMATH Keywords

strong law of large numbersMarkov processlaw of the iterated logarithmMarkov chaincentral limit theoremrandom measuremeasure-valued stochastic process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (6)

Gaussian random measures ⋮ Estimation and reconstruction for zero-one Markov processes ⋮ A partially observed Poisson process ⋮ Combined nonparametric inference and state estimation for mixed poisson processes ⋮ State estimation for Cox processes with unknown probability law ⋮ Estimation of Palm measures of stationary point processes

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• Markov Random Fields and Gibbs Ensembles
• Characterization and convergence of random measures and point processes

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