Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
Annales UMCS, Mathematica (2008)
- Volume: 62, Issue: 1, page 149-159
- ISSN: 2083-7402
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topAnna Walczuk. "Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric." Annales UMCS, Mathematica 62.1 (2008): 149-159. <http://eudml.org/doc/267569>.
@article{AnnaWalczuk2008,
abstract = {We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.},
author = {Anna Walczuk},
journal = {Annales UMCS, Mathematica},
keywords = {Markov process; invariant measure; central limit theorem; control limit theorem},
language = {eng},
number = {1},
pages = {149-159},
title = {Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric},
url = {http://eudml.org/doc/267569},
volume = {62},
year = {2008},
}
TY - JOUR
AU - Anna Walczuk
TI - Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
JO - Annales UMCS, Mathematica
PY - 2008
VL - 62
IS - 1
SP - 149
EP - 159
AB - We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.
LA - eng
KW - Markov process; invariant measure; central limit theorem; control limit theorem
UR - http://eudml.org/doc/267569
ER -
References
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