Limit theorems for oscillatory functionals of a Markov process

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 fro...

Full description

Saved in:
Bibliographic Details
Date:2005
Main Authors: Androshchuk, T.O., Kulik, A.M.
Format: Article
Language:English
Published: Інститут математики НАН України 2005
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/4224
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this: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.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine