Limit theorems for oscillatory functionals of a Markov process
We study the limit behavior of a family of functionals from a given Markov process which are called oscillatory functionals. The typical oscillatory functional is homogeneneous and non-negative but neither additive nor continuous. We claim that the discontinuity and non-additivity of functionals fro...
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| Дата: | 2005 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2005
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4224 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Limit theorems for oscillatory functionals of a Markov process / T.O. Androshchuk, A.M. Kulik // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 3-13. — Бібліогр.: 6 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4224 |
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dspace |
| spelling |
irk-123456789-42242009-11-24T18:30:45Z Limit theorems for oscillatory functionals of a Markov process Androshchuk, T.O. Kulik, A.M. We study the limit behavior of a family of functionals from a given Markov process which are called oscillatory functionals. The typical oscillatory functional is homogeneneous and non-negative but neither additive nor continuous. We claim that the discontinuity and non-additivity of functionals from a given family vanish in the limit and, in this framework, prove a generalization of the theorem by E.B. Dynkin on the convergence of a family of W-functionals. 2005 Article Limit theorems for oscillatory functionals of a Markov process / T.O. Androshchuk, A.M. Kulik // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 3-13. — Бібліогр.: 6 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4224 519.21 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
We study the limit behavior of a family of functionals from a given Markov process which are called oscillatory functionals. The typical oscillatory functional is homogeneneous and non-negative but neither additive nor continuous. We claim that the discontinuity and non-additivity of functionals from a given family vanish in the limit and, in this framework, prove a generalization of the theorem by E.B. Dynkin on the convergence of a family of W-functionals. |
| format |
Article |
| author |
Androshchuk, T.O. Kulik, A.M. |
| spellingShingle |
Androshchuk, T.O. Kulik, A.M. Limit theorems for oscillatory functionals of a Markov process |
| author_facet |
Androshchuk, T.O. Kulik, A.M. |
| author_sort |
Androshchuk, T.O. |
| title |
Limit theorems for oscillatory functionals of a Markov process |
| title_short |
Limit theorems for oscillatory functionals of a Markov process |
| title_full |
Limit theorems for oscillatory functionals of a Markov process |
| title_fullStr |
Limit theorems for oscillatory functionals of a Markov process |
| title_full_unstemmed |
Limit theorems for oscillatory functionals of a Markov process |
| title_sort |
limit theorems for oscillatory functionals of a markov process |
| publisher |
Інститут математики НАН України |
| publishDate |
2005 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4224 |
| citation_txt |
Limit theorems for oscillatory functionals of a Markov process / T.O. Androshchuk, A.M. Kulik // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 3-13. — Бібліогр.: 6 назв.— англ. |
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AT androshchukto limittheoremsforoscillatoryfunctionalsofamarkovprocess AT kulikam limittheoremsforoscillatoryfunctionalsofamarkovprocess |
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2023-03-24T08:29:31Z |
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2023-03-24T08:29:31Z |
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