Central limiting theorem for nonuniform processes with independent increments with semi-Markovian change overs

The central limit theorem for nonhomogeneous processes with independent increments with semi-Markov switchings with a uniformly ergodic imbedded Markov chain is proved.

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Bibliographic Details
Date:1991
Main Authors: Korolyuk , V. V., Королюк , В. В.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1991
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/9319
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal