Martingale approximations for continuous-time and discrete-time stationary Markov processes

Author:

Holzmann Hajo

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference21 articles.

1. On the functional central limit theorem and the law of the iterated logarithm for Markov processes;Bhattacharya;Z. Wahrsch. Verw. Gebiete,1982

2. The Lindeberg–Lévy theorem for martingales;Billingsley;Proc. Amer. Math. Soc.,1961

3. Spectral Theory of Selfadjoint Operators in Hilbert space;Birman,1987

4. Harmonic Analysis of Probability Measures on Hypergroups;Bloom,1995

5. A.N. Borodin, I.A. Ibragimov, Limit theorems for functionals of random walks, Trud. Mat. Inst. Steklov, vol. 195, 1994. (in Russian, English transl. in: Proc. Steklov Inst. Math., 1995).

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Preface to the second edition;Applications in Rigorous Quantum Field Theory;2020-03-09

2. Applications in Rigorous Quantum Field Theory;DEGRUYTER STUD MATH;2020-03-04

3. Central Limit Theorem for Leafwise Brownian Motions on Mapping Tori;Tokyo Journal of Mathematics;2015-06-01

4. Asymptotic variance of stationary reversible and normal Markov processes;Electronic Journal of Probability;2015-01-01

5. The Central Limit Theorem for th-Order Nonhomogeneous Markov Information Source;Journal of Probability and Statistics;2013

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3