Central Limit Theorem for Functional of Jump Markov Processes

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Vietnam Journal of Mathematics 33 (4):443-461 (2005)
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Abstract

Some conditions are given to ensure that for a jump homogeneous Markov process $\{X(t),t\ge 0\}$ the law of the integral functional of the process $T^{-1/2} \int^T_0\varphi(X(t))dt$ converges to the normal law $N(0,\sigma^2)$ as $T\to \infty$, where $\varphi$ is a mapping from the state space $E$ into $\bbfR$.

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Sống để làm việc chứ không phải hưởng thụ.An Như - 2015 - Thể Thao Và Văn Hóa 2015 (7):1-6.

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