A semigroup proof of a non-ergodic Markov process central limit theorem with third order terms

DOI10.1007/S002339900018zbMATH Open0946.47028OpenAlexW2065839499MaRDI QIDQ1279804

Dudley Paul Johnson

Publication date: 26 October 2000

Published in: Semigroup Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002339900018

zbMATH Keywords

central limit theoremsemigroup product formuladiscrete time Markov processes with continuous transition probability densities

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Stochastic integrals (60H05) Schrödinger and Feynman-Kac semigroups (47D08)

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