Remote Access Proceedings of the American Mathematical Society
Green Open Access

Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)

 
 

 

On an ergodic property of a certain class of Markov processes


Author: Gopinath Kallianpur
Journal: Proc. Amer. Math. Soc. 6 (1955), 159-169
MSC: Primary 60.0X
DOI: https://doi.org/10.1090/S0002-9939-1955-0069420-4
MathSciNet review: 0069420
Full-text PDF

References | Similar Articles | Additional Information

References [Enhancements On Off] (What's this?)

  • [1] G. Kallianpur and H. Robbins, Ergodic property of the Brownian motion process, Proc. Nat. Acad. Sci. U. S. A. 39 (1953), 525–533. MR 0056233
  • [2] T. E. Harris and Herbert Robbins, Ergodic theory of Markov chains admitting an infinite invariant measure, Proc. Nat. Acad. Sci. U. S. A. 39 (1953), 860–864. MR 0056873
  • [3] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. MR 0058896
  • [4] E. Hopf, Ergodentheorie, New York, Chelsea, 1948.
  • [5] G. Kallianpur and H. Robbins, The sequence of sums of independent random variables, Duke Math. J. 21 (1954), 285–307. MR 0062976
  • [6] K. L. Chung and W. H. J. Fuchs, On the distribution of values of sums of random variables, Mem. Amer. Math. Soc. No. 6 (1951), 12. MR 0040610
  • [7] B. V. Gnedenko and A. N. Kolmogorov, Predelniie raspredelenia dlia soum nezavisimikh sluchainikh velichin, Moscow-Leningrad, 1949.
  • [8] B. V. Gnedenko and V. S. Korolyuk, Some remarks on the theory of domains of attraction of stable distributions, Dopovidi Akad. Nauk Ukrain. RSR. 1950 (1950), 275–278 (Ukrainian, with Russian summary). MR 0045966

Similar Articles

Retrieve articles in Proceedings of the American Mathematical Society with MSC: 60.0X

Retrieve articles in all journals with MSC: 60.0X


Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1955-0069420-4
Article copyright: © Copyright 1955 American Mathematical Society

American Mathematical Society