Limit theorems for random evolutions with explicit error estimates

DOI10.1007/BF00533244zbMath0261.60028OpenAlexW2010372604MaRDI QIDQ5676869

Richard S. Ellis

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533244

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Markov processes (60J99)

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The birth of random evolutions, Chapman‐enskog‐hilbert expansion for a markovian model of the boltzmann equation, Chapman-Enskog-Hilbert Expansion for the Ornstein-Uhlenbeck Process and the Approximation of Brownian Motion, Some stochastic processes which arise from a model of the motion of a bacterium

Cites Work

• A limit theorem for perturbed operator semigroups with applications to random evolutions
• Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
• Random evolutions are asymptotically gaussian
• Non‐commuting random evolutions, and an operator‐valued Feynman‐Kac formula
• Chapman‐enskog‐hilbert expansion for a markovian model of the boltzmann equation
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