Occupation time sets of supports of continuous additive functionals
Cristina Gzyl, Henryk Gzyl (1979)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Additive functionals of Markov processes and stochastic systems”
Occupation time sets of supports of continuous additive functionals
Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
Anna Walczuk (2008)
Annales UMCS, Mathematica
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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.
The perfection of multiplicative functionals
John B. Walsh (1972)
Séminaire de probabilités de Strasbourg
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Markov functions
Joseph Glover (1991)
Annales de l'I.H.P. Probabilités et statistiques
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An invariance principle for the law of the iterated logarithm for some Markov chains
W. Bołt, A. A. Majewski, T. Szarek (2012)
Studia Mathematica
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Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
Integral representations for transition probabilities of Markov chains with a general state space
Zbyněk Šidák (1962)
Czechoslovak Mathematical Journal
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