getdoced51. 135KB Jun 04 2011 12:05:09 AM
Teks penuh
Garis besar
Dokumen terkait
A sequence of non-negative integers is exactly realizable as the fixed point counts sequence of a dynamical system if and only if it gives rise to a sequence of non-negative
We prove the CLT for a random walk in a dynamical environment where the states of the environ- ment at different sites are independent Markov chains..
Dobrushin proved in his thesis [2] an important central limit theorem (CLT) for Markov chains in discrete time that are not necessarily homogeneous in time. Previously,
Key words: Multivariate and functional central limit theorems, random fields, martingale limit theorems, self-interacting Markov chains, Markov chain Monte Carlo methods,
Keywords: General state space Markov chains; f -regularity; Markov chain central limit theo- rem; Drazin inverse; fundamental matrix; asymptotic
Central limit theorems for functionals of general state space Markov chains are of crucial importance in sensible implementation of Markov chain Monte Carlo algorithms as well as
We present a tail inequality for suprema of empirical processes generated by vari- ables with finite ψ α norms and apply it to some geometrically ergodic Markov chains to derive
backward stochastic differential equation (BSDE), stability of BSDEs, weak convergence of filtrations,