Ergodicity and central limit theorems for a class of Markov processes
type: Item
instance of: scholarly article
title: Ergodicity and central limit theorems for a class of Markov processes
zbMATH Open document ID: 0658.60094
DOI: 10.1016/0047-259X(88)90117-0
author: Rabi Bhattacharya
author: Oesook Lee
published in: Journal of Multivariate Analysis
publication date: 1988-01-01T00:00:00Z
review text: The paper looks at the following class of discrete parameter Markov processes that take values in an arbitrary complete separable metric space S: \(X_ n=\alpha_ n\alpha_{n-1}...\alpha_ 1X_ 0\) where \(\{\alpha_ n\}\) are independent identically distributed random maps on S into S; \(X_ 0\) is a random variable with values in S and independent of the sequence \(\{\alpha_ n\}.\) An ergodic theorem for \(\{X_ n\}\) and a functional central limit theorem for \(\{f(X_ n)\}\) are proved.
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 4076236
zbMATH Keywords: Markov processes
zbMATH Keywords: random maps
zbMATH Keywords: ergodic theorem
zbMATH Keywords: functional central limit theorem
reviewed by: Igor S. Borisov
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4076236