Central limit theorem for stochastically additive functionals of ergodic chains

A central limit theorem is proved for stochastically additive functional of ergodic Markov chains.

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Date:1994
Main Authors: Moskal'tsova, N. V., Shurenkov, V. M., Москальцова, Н. В., Шуренков, В. М.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1994
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5625
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Moskal'tsova, N. V.
Shurenkov, V. M.
Москальцова, Н. В.
Шуренков, В. М.
Москальцова, Н. В.
Шуренков, В. М.
author_facet Moskal'tsova, N. V.
Shurenkov, V. M.
Москальцова, Н. В.
Шуренков, В. М.
Москальцова, Н. В.
Шуренков, В. М.
author_sort Moskal'tsova, N. V.
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datestamp_date 2020-03-19T09:14:35Z
description A central limit theorem is proved for stochastically additive functional of ergodic Markov chains.
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spelling umjimathkievua-article-56252020-03-19T09:14:35Z Central limit theorem for stochastically additive functionals of ergodic chains Центральная предельная теорема для стохастически аддитивных функционалов от эргодических цепей Moskal'tsova, N. V. Shurenkov, V. M. Москальцова, Н. В. Шуренков, В. М. Москальцова, Н. В. Шуренков, В. М. A central limit theorem is proved for stochastically additive functional of ergodic Markov chains. Доведено центральну граничну теорему для стохастично адитивних функціоналів від ергодич­них ланцюгів Маркова. Institute of Mathematics, NAS of Ukraine 1994-10-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5625 Ukrains’kyi Matematychnyi Zhurnal; Vol. 46 No. 10 (1994); 1421–1423 Український математичний журнал; Том 46 № 10 (1994); 1421–1423 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5625/7935 https://umj.imath.kiev.ua/index.php/umj/article/view/5625/7936 Copyright (c) 1994 Moskal'tsova N. V.; Shurenkov V. M.
spellingShingle Moskal'tsova, N. V.
Shurenkov, V. M.
Москальцова, Н. В.
Шуренков, В. М.
Москальцова, Н. В.
Шуренков, В. М.
Central limit theorem for stochastically additive functionals of ergodic chains
title Central limit theorem for stochastically additive functionals of ergodic chains
title_alt Центральная предельная теорема для стохастически аддитивных функционалов от эргодических цепей
title_full Central limit theorem for stochastically additive functionals of ergodic chains
title_fullStr Central limit theorem for stochastically additive functionals of ergodic chains
title_full_unstemmed Central limit theorem for stochastically additive functionals of ergodic chains
title_short Central limit theorem for stochastically additive functionals of ergodic chains
title_sort central limit theorem for stochastically additive functionals of ergodic chains
url https://umj.imath.kiev.ua/index.php/umj/article/view/5625
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