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...
Gespeichert in:
| Datum: | 2005 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2005
|
| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4224 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | 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. |
|---|