The central limit theorem for additive functionals of Markov processes and the weak convergence to Wiener measure

the role of russia in transmission of energy from central asia and caucuses to european union

پس ازفروپاشی شوروی،رشد منابع نفت و گاز، آسیای میانه و قفقاز را در یک بازی ژئوپلتیکی انرژی قرار داده است. با در نظر گرفتن این منابع هیدروکربنی، این منطقه به یک میدانجنگ و رقابت تجاری برای بازی های ژئوپلتیکی قدرت های بزرگ جهانی تبدیل شده است. روسیه منطقه را به عنوان حیات خلوت خود تلقی نموده و علاقمند به حفظ حضورش می باشد تا همانند گذشته گاز طبیعی را به وسیله خط لوله مرکزی دریافت و به عنوان یک واس...

A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems

We prove a functional central limit theorem for Markov additive arrival processes (MAAPs) where the modulating Markov process has the transition rate matrix scaled up by n (α > 0) and the mean and variance of the arrival process are scaled up by n. It is applied to an infinite-server queue and a fork-join network with a non-exchangeable synchronization constraint, where in both systems both the...

Central limit theorems for additive functionals of ergodic Markov diffusions processes

We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic analysis of FokkerPlanck type equations. We focus on the square integrable framework, and we provide tractable conditions on the infinitesimal generator, including...

Central Limit Theorem for Hitting times of Functionals of Markov Jump Processes

A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications. Mathem...

Convergence rates for the central limit theorem.