Weak convergence of recursions-Reference-Cited by-同舟云学术

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Weak convergence of recursions

Published:1997-05 Issue:1 Volume:68 Page:65-82
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Basak Gopal K.,Hu Inchi,Wei Ching-Zong

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference19 articles.

1. A class of limit theorems for singular diffusions;Basak;J. Multivariate Analysis,1991

2. Stability in distribution for a class of singular diffusions;Basak;Ann. Probab.,1992

3. Criteria for recurrence and existence of invariant measures for multidimensional diffusions;Bhattacharya;Ann. Probab.,1978

4. Correction Note;Bhattacharya;Ann. Probab.,1980

5. Recurrence and ergodicity of diffusions;Bhattacharya;J. Multivariate Anal.,1982

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1. Discretization of the Ergodic Functional Central Limit Theorem;Journal of Theoretical Probability;2023-02-17

2. A Limit Theorem for Fluctuations;Texts and Readings in Mathematics;2023

3. A Limit Theorem for Fluctuations;Texts and Readings in Mathematics;2022

4. Weak convergence of dynamical systems in two timescales;Systems & Control Letters;2020-08

5. Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion;Stochastic Processes and their Applications;2020-04

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