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Analytical problems of the asymptotic behavior of Markov functionals. I
Author(s):
S.
V.
Degtyar'
Translated by:
Oleg Klesov
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 77
(2007).
Journal:
Theor. Probability and Math. Statist.
No. 77
(2008),
31-38.
MSC (2000):
Primary 60K15, 60J25
Posted:
January 14, 2009
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References |
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Abstract:
Some results are given for the asymptotic behavior of Markov functionals of a homogeneous ergodic Markov process.
References:
-
- 1.
- V. M. Shurenkov, Ergodic Theorems and Related Problems, ``Nauka'', Moscow, 1989; English transl., VSP International Science Publishers, Leiden, 1998. MR 1690361 (2000i:60002)
- 2.
- N. I. Portenko, A. S. Skorokhod, and V. M. Shurenkov, Markov Processes, Progress in Science and Technology. Current Problems in Mathematics. Fundamental Directions, vol. 46, Vsesoyuz. Inst. Nauchn. i Tekhn. Inform., Akad. Nauk SSSR, Moscow, 1989. (Russian) MR 1039619 (91j:60113b)
- 3.
- T. Kato, Perturbation Theory for Linear Operators, Springer-Verlag, Berlin-New York, 1966. MR 0203473 (34:3324)
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Additional Information:
S.
V.
Degtyar'
Affiliation:
Department of Higher Mathematics, Vadym Hetman Kyiv National Economic University, Peremogy Avenue 54/1, Kyiv 03057, Ukraine
Email:
dsv@bms.com.ua
DOI:
10.1090/S0094-9000-09-00745-5
PII:
S 0094-9000(09)00745-5
Keywords:
Markov functionals,
homogeneous ergodic process
Received by editor(s):
6/SEP/2005
Posted:
January 14, 2009
Copyright of article:
Copyright
2009,
American Mathematical Society
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