頁籤選單縮合
題 名 | Relaxed Sector Condition |
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作 者 | Horváth, Illés; Tóth, Bálint; Vetö, Bálint; | 書刊名 | Bulletin of the Institute of Mathematics, Academia Sinica New Series |
卷 期 | 7:4 2012.12[民101.12] |
頁 次 | 頁463-476 |
分類號 | 319.15 |
關鍵詞 | Central limit theorem; Additive functionals of Markov processes; Sector conditions; |
語 文 | 英文(English) |
英文摘要 | In this note we present a new sufficient condition which guarantees martingale approx- imation and central limit theorem `a la Kipnis –Varadhan to hold for additive functionals of Markov processes. This condition, which we call the relaxed sector condition (RSC) generalizes the strong sector condition (SSC) and the graded sector condition (GSC) in the case when the self-adjoint part of the infinitesimal generator acts diagonally in the grading. The main advantage being that the proof of the GSC in this case is more trans- parent and less computational than in the original versions. We also hope that the RSC may have direct applications where the earlier sector conditions do not apply. So far we do not have convincing examples in this direction. |
本系統中英文摘要資訊取自各篇刊載內容。