Limit theorems for oscillatory functionals of a Markov process

• Date: 2005
• Main Authors: Androshchuk, T.O., Kulik, A.M.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4224
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.

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...