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...
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Date: | 2005 |
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Main Authors: | Androshchuk, T.O., Kulik, A.M. |
Format: | Article |
Language: | English |
Published: |
Інститут математики НАН України
2005
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Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4224 |
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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. |
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