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Volumn 32, Issue 2, 1997, Pages 215-221

Limit theorems for some doubly stochastic processes

(1)  Lee, Oesook a  

a NONE

Author keywords

Doubly stochastic process; Functional central limit theorem; Invariant probability; Markov process; Weak convergence

Indexed keywords


EID: 0031091902     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00076-4     Document Type: Article
Times cited : (2)

References (11)
  • 1
    • 0001052198 scopus 로고
    • Ergodicity of nonlinear first order autoregressive models
    • Bhattacharya, R.N. and Lee, C. (1995), Ergodicity of nonlinear first order autoregressive models, J. Theoret. Probab., 8, 207-219.
    • (1995) J. Theoret. Probab. , vol.8 , pp. 207-219
    • Bhattacharya, R.N.1    Lee, C.2
  • 2
    • 0000722237 scopus 로고
    • Asymptotics of a class of Markov processes which are not in general irreducible
    • Bhattacharya, R.N. and O. Lee (1988a), Asymptotics of a class of Markov processes which are not in general irreducible, Ann. Probab. 16, 1333-1347.
    • (1988) Ann. Probab. , vol.16 , pp. 1333-1347
    • Bhattacharya, R.N.1    Lee, O.2
  • 3
    • 38249029227 scopus 로고
    • Ergodicity and central limit theorems for a class of Markov processes
    • Bhattacharya, R.N. and O. Lee (1988b), Ergodicity and central limit theorems for a class of Markov processes, J. Multivariate Anal. 27, 80-90.
    • (1988) J. Multivariate Anal. , vol.27 , pp. 80-90
    • Bhattacharya, R.N.1    Lee, O.2
  • 6
    • 84986773542 scopus 로고
    • Random coefficient autoregressive processes: A markov chain analysis of stationarity and finiteness of monents
    • Feigen, D.F. and R.L. Tweedie (1985), Random coefficient autoregressive processes: a markov chain analysis of stationarity and finiteness of monents, J. Time Series Anal. 6, 1-14.
    • (1985) J. Time Series Anal. , vol.6 , pp. 1-14
    • Feigen, D.F.1    Tweedie, R.L.2
  • 7
    • 0024770325 scopus 로고
    • Ergodic theorem for discrete time stochastic systems using a stochastic Lyapunov function
    • Meyn, S.P. (1989), Ergodic theorem for discrete time stochastic systems using a stochastic Lyapunov function, SIAM J. Control Optim. 27, 1409-1439.
    • (1989) SIAM J. Control Optim. , vol.27 , pp. 1409-1439
    • Meyn, S.P.1
  • 9
    • 84986817203 scopus 로고
    • Some doubly stochastic time series model
    • Tjøstheim, D. (1986), Some doubly stochastic time series model, J. Time Series Anal. 7, 51-72.
    • (1986) J. Time Series Anal. , vol.7 , pp. 51-72
    • Tjøstheim, D.1
  • 10
    • 0002179369 scopus 로고
    • Criteria for rates of convergence of Markov chains with applications to queueing theory
    • J.F.C. Kingman and G.E.H. Reuter eds., Cambridge Univ. Press, Cambridge
    • Tweedie, R.L. (1983), Criteria for rates of convergence of Markov chains with applications to queueing theory, in: J.F.C. Kingman and G.E.H. Reuter eds., Papers in probability. Statistics and nonnegative operators (Cambridge Univ. Press, Cambridge).
    • (1983) Papers in Probability, Statistics and Nonnegative Operators
    • Tweedie, R.L.1
  • 11
    • 0003361166 scopus 로고
    • Invariant measures for Markov chains with no irreducibility assumptions
    • A celebration of Applied probability
    • Tweedie, R.L. (1988), Invariant measures for Markov Chains with no irreducibility assumptions, J. Appl. Probab. 25A (A celebration of Applied probability) 275-285.
    • (1988) J. Appl. Probab. , vol.25 A , pp. 275-285
    • Tweedie, R.L.1


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