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Limit Theorems for General Markov Chains

โœ Scribed by D.A. Korshunov


Book ID
110216488
Publisher
SP MAIK Nauka/Interperiodica
Year
2001
Tongue
English
Weight
245 KB
Volume
42
Category
Article
ISSN
0037-4466

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๐Ÿ“œ SIMILAR VOLUMES


Limit Theorems for Conditional Markov Ch
โœ Bezhaeva, Z. I. ๐Ÿ“‚ Article ๐Ÿ“… 1971 ๐Ÿ› Society for Industrial and Applied Mathematics ๐ŸŒ English โš– 694 KB
Uniform limit theorems for Harris recurr
โœ Shlomo Levental ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› Springer ๐ŸŒ English โš– 807 KB

We study uniform limit theorems for regenerative processes and get strong law of large numbers and central limit theorem of this type. Then we apply those results to Harris recurrent Markov chains based on some ideas of K. Athreya, P. Ney and E. Nummelin.