Asymptotics of a class of Markov processes which are not in general irreducible
type: Item
instance of: scholarly article
title: Asymptotics of a class of Markov processes which are not in general irreducible
zbMATH Open document ID: 0652.60028
author: Rabi Bhattacharya
author: Oesook Lee
published in: The Annals of Probability
publication date: 1988-01-01T00:00:00Z
review text: Let \(\alpha_ n\) be a sequence of i.i.d. nondecreasing r.v.'s on a subset \(S\subset {\mathbb{R}}^ k \)into itself, and \(X_ 0\) be a r.v. with values in S independent of \(\alpha_ n\). The authors give conditions for the existence of unique invariant probabilities for the Markov processes \(X_ n\), defined by \(X_ n=\alpha_ n...\alpha_ 1X_ 0\). In addition, a functional central limit theorem is obtained. The authors provide two examples. The correction concerns an error in Lemma 2.2.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 4064149
zbMATH Keywords: invariant probabilities
zbMATH Keywords: central limit theorem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176991694
OpenAlex ID: W2000661586
DOI: 10.1214/AOP/1176991694
description: scientific article; zbMATH DE number 4064149