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Limit theorems for some doubly stochastic processes

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Publication:1359788
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DOI10.1016/S0167-7152(96)00076-4zbMath0874.60028MaRDI QIDQ1359788

Oesook Lee

Publication date: 6 July 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)


zbMATH Keywords

weak convergencefunctional central limit theoremMarkov processdoubly stochastic processinvariant probability


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Functional limit theorems; invariance principles (60F17)


Related Items

Asymptotic behaviors of randomly perturbed dynamical systems



Cites Work

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  • Asymptotics of a class of Markov processes which are not in general irreducible
  • Ergodicity and central limit theorems for a class of Markov processes
  • Ergodicity of nonlinear first order autoregressive models
  • General Irreducible Markov Chains and Non-Negative Operators
  • RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
  • SOME DOUBLY STOCHASTIC TIME SERIES MODELS
  • Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function
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