Limit theorems for oscillatory functionals of a Markov process
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Limit theorems for oscillatory functionals of a Markov process
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| Creator |
Androshchuk, T.O.
Kulik, A.M. |
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| Description |
We study the limit behavior of a family of functionals from a given Markov process which are called oscillatory functionals. The typical oscillatory functional is homogeneneous and non-negative but neither additive nor continuous. We claim that the discontinuity and non-additivity of functionals from a given family vanish in the limit and, in this framework, prove a generalization of the theorem by E.B. Dynkin on the convergence of a family of W-functionals.
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| Date |
2009-09-02T11:23:47Z
2009-09-02T11:23:47Z 2005 |
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| Type |
Article
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| Identifier |
Limit theorems for oscillatory functionals of a Markov process / T.O. Androshchuk, A.M. Kulik // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 3-13. — Бібліогр.: 6 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4224 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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