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.
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页码：234 / 247
页数：14
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