CLASSICAL LIMIT-THEOREMS FOR MEASURE-VALUED MARKOV-PROCESSES

被引：5

作者：

KARR, AF

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1979年 / 9卷 / 02期

关键词：

central limit theorem; law of the iterated logarithm; Markov chain; Markov process; measure-valued stochastic process; random measure; strong law of large numbers;

D O I：

10.1016/0047-259X(79)90081-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Laws of large numbers, central limit theorems, and laws of the iterated logarithm are obtained for discrete and continuous time Markov processes whose state space is a set of measures. These results apply to each measure-valued stochastic process itself and not simply to its real-valued functionals. © 1979.

引用

页码：234 / 247

页数：14

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