Central limit theorems for random evolutions
نویسندگان
چکیده
منابع مشابه
Limit Theorems for Random Evolutions with Explicit Error Estimates*
We think of x (t, y) as the position of a particle at time t when its velocity is v (t). The process x (t, y) is the simplest example of a random evolution: one-dimensional motion at a constant but random velocity determined by the state of the Markov chain associated with v(t). We denote by P(y,~i){" }, Y real, v~sA, the probability laws of the joint process (x (t, y), v (t)), where v (0)= v/....
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1994
ISSN: 0304-4149
DOI: 10.1016/0304-4149(94)90064-7