Limit theorems for one-dimensional transient random walks in Markov environments
Limit theorems for Pareto-type distributions
Limit theorems for Parrondo's paradox.
Limit theorems for random fields [Book]
Limit Theorems for Random Walks on Discrete Semigroups Related to Nonhomogeneous Trees and Chebyshev Polynomials.
Limit theorems for randomly coarse grained continuous-time random walks [Book]
Limit theorems for randomly indexed sums of random vectors
Limit theorems for randomly selected adjacent order statistics from a Pareto distribution.
Limit Theorems for Regenerative Excursion Processes
This work is supported by Bulgarian NFSI, grant No. MM–704/97The regenerative excursion process Z(t), t = 0, 1, 2, . . . is constructed by two independent sequences X = {Xi , i ≥ 1} and Z = {Ti , (Zi (t), 0 ≤ t < Ti ), i ≥ 1}. For the embedded alternating renewal process, with interarrival times Xi – the time for the installation and Ti – the time for the work, are proved some limit theorems for the spent worktime and the residual worktime, when at least one of the means of Xi and Ti is infinite. ...
Limit theorems for self-normalized large deviation.
Limit theorems for solutions of stochastic differential equation problems.
Limit theorems for some functionals with heavy tails of a discrete time Markov chain
Consider an irreducible, aperiodic and positive recurrent discrete time Markov chain (Xn,n ≥ 0) with invariant distribution μ. We shall investigate the long time behaviour of some functionals of the chain, in particular the additive functional S n = ∑ i = 1 n f ( X i ) for a possibly non square integrable functionf. To this end we shall link ergodic properties of the chain to mixing properties, extending known results in the continuous time case. We will then use existing results of convergence...
Limit theorems for stationary Markov processes with L2-spectral gap
Let be a discrete or continuous-time Markov process with state space where is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component, i.e. is assumed to be a Markov additive process. In particular, this implies that the first component is also a Markov process. Markov random walks or additive functionals of a Markov process are special instances of Markov additive processes. In this paper, the process is shown to satisfy the...
Limit theorems for stochastic recursions with Markov dependent coefficients
We consider the stochastic recursion for Markov dependent coefficients (Aₙ,Bₙ) ∈ ℝ⁺ × ℝ. We prove the central limit theorem, the local limit theorem and the renewal theorem for the partial sums Sₙ = X₁+ ⋯ + Xₙ.
Limit theorems for subcritical branching processes in random environment
Limit theorems for sums of dependent random vectors in [Book]
Limit Theorems for Sums of Partial Quotients of Continued Fractions.
Limit theorems for the canonical von Mises statistics with dependent data.
Limit theorems for the longest run.
Limit theorems for the number of maxima in random samples from planar regions.