$L^2$ Convergence of Time Nonhomogeneous Markov Processes: I. Spectral Estimates
نویسندگان
چکیده
منابع مشابه
Limit theorems for stationary Markov processes with L2-spectral gap
Let (Xt, Yt)t∈T be a discrete or continuous-time Markov process with state space X × R where X is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component, i.e. (Xt, Yt)t∈T is assumed to be a Markov additive process. In particular, this implies that the first component (Xt)t∈T is also a Markov process. Markov random walks or additive f...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1994
ISSN: 1050-5164
DOI: 10.1214/aoap/1177004901