Limit theorems for Markov processes via a variant of the Trotter-Kato theorem
| Autor: | Walter A. Rosenkrantz, C. C. Y. Dorea |
|---|---|
| Rok vydání: | 1980 |
| Předmět: |
Kato theorem
Discrete mathematics Statistics and Probability Space hierarchy theorem Markov kernel Markov chain General Mathematics 010102 general mathematics 01 natural sciences 010104 statistics & probability 0101 mathematics Statistics Probability and Uncertainty Brouwer fixed-point theorem Empirical process Counterexample Mathematics Central limit theorem |
| Zdroj: | Journal of Applied Probability. 17:704-715 |
| ISSN: | 1475-6072 0021-9002 |
| DOI: | 10.1017/s0021900200033817 |
| Popis: | A variant of the Trotter–Kato theorem due to Kurtz (1969) is used to give new and simpler proofs of functional central limit theorems for Markov processes. Applications include theorems of Bellman and Harris (1951), Stone (1961), Karlin and McGregor (1965), Gihman and Skorokhod (1972) and Rosenkrantz (1975). In addition our methods yield a novel counterexample to the so-called ‘diffusion approximation'. |
| Databáze: | OpenAIRE |
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