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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| Datum: | 2005 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2005
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4224 |
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| 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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862555561585803264 |
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| author | Androshchuk, T.O. Kulik, A.M. |
| author_facet | Androshchuk, T.O. Kulik, A.M. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-11-25T22:31:25Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4224 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-25T22:31:25Z |
| publishDate | 2005 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Androshchuk, T.O. Kulik, A.M. 2009-09-02T11:23:47Z 2009-09-02T11:23:47Z 2005 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 https://nasplib.isofts.kiev.ua/handle/123456789/4224 519.21 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. This research has been partially supported by the Ministry of Education and Science of Ukraine, project N GP/F8/0086. en Інститут математики НАН України Limit theorems for oscillatory functionals of a Markov process Article published earlier |
| spellingShingle | Limit theorems for oscillatory functionals of a Markov process Androshchuk, T.O. Kulik, A.M. |
| title | 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_short | Limit theorems for oscillatory functionals of a Markov process |
| title_sort | limit theorems for oscillatory functionals of a markov process |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4224 |
| work_keys_str_mv | AT androshchukto limittheoremsforoscillatoryfunctionalsofamarkovprocess AT kulikam limittheoremsforoscillatoryfunctionalsofamarkovprocess |