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자연과학대학
통계학전공
Journal papers
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Ergodicity and central limit theorems for a class of Markov processes
Title
Ergodicity and central limit theorems for a class of Markov processes
Authors
Bhattacharya R.N.
;
Lee O.
Ewha Authors
이외숙
SCOPUS Author ID
이외숙
Issue Date
1988
Journal Title
Journal of Multivariate Analysis
ISSN
0047-259X
Citation
Journal of Multivariate Analysis vol. 27, no. 1, pp. 80 - 90
Indexed
SCI; SCIE; SCOPUS
Document Type
Article
Abstract
We consider a class of discrete parameter Markov processes on a complete separable metric space S arising from successive compositions of i.i.d. random maps on S into itself, the compositions becoming contractions eventually. A sufficient condition for ergodicity is found, extending a result of Dubins and Freedman [8] for compact S. By identifying a broad subset of the range of the generator, a functional central limit theorem is proved for arbitrary Lipschitzian functions on S, without requiring any mixing type condition or irreducibility. © 1988.
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