Classical limit theorems for measure-valued Markov processes

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.

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Year of publication:	1979
Authors:	Karr, Alan F.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 2, p. 234-247
Publisher:	Elsevier
Keywords:	Markov chain Markov process random measure measure-valued stochastic process strong law of large numbers central limit theorem law of the iterated logarithm

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005106996