Central Limit Theorem for Functional of Jump Markov Processes

Vietnam Journal of Mathematics 33 (4):443-461 (2005)
Download Edit this record How to cite View on PhilPapers
Some conditions are given to ensure that for a jump homogeneous Markov process $\{X(t),t\ge 0\}$ the law of the integral functional of the process $T^{-1/2} \int^T_0\varphi(X(t))dt$ converges to the normal law $N(0,\sigma^2)$ as $T\to \infty$, where $\varphi$ is a mapping from the state space $E$ into $\bbfR$.
PhilPapers/Archive ID
Revision history
Archival date: 2018-05-30
View upload history
References found in this work BETA

No references found.

Add more references

Citations of this work BETA

No citations found.

Add more citations

Added to PP index

Total views
44 ( #36,017 of 43,016 )

Recent downloads (6 months)
24 ( #24,999 of 43,016 )

How can I increase my downloads?

Downloads since first upload
This graph includes both downloads from PhilArchive and clicks to external links.