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Classical limit theorems for measure-valued Markov processes

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  • Karr, Alan F.

Abstract

Laws of large numbers, central limit theorems, and laws of the iterated logarithm are obtained for discrete and continuous time Markov processes whose state space is a set of measures. These results apply to each measure-valued stochastic process itself and not simply to its real-valued functionals.

Suggested Citation

  • Karr, Alan F., 1979. "Classical limit theorems for measure-valued Markov processes," Journal of Multivariate Analysis, Elsevier, vol. 9(2), pages 234-247, June.
    • Handle: RePEc:eee:jmvana:v:9:y:1979:i:2:p:234-247
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