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Central Limit Theorem for Functional of Jump Markov Processes

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  • Vuong, Quan-Hoang

Abstract

In this paper some conditions are given to ensure that for a jump homogeneous Markov process {X(t), t ≥ 0} the law of the integral functional of the process: T^{−1/2}\int^{T}_0 ϕ(X(t))dt, converges to the normal law N(0, σ^{2}) as T →∞, where ϕ is a mapping from the state space E into R. (*Citation: Nguyen Van Huu, Vuong Quan Hoang, & Tran Minh Ngoc. (2005). Central Limit Theorem for Functional of Jump Markov Processes. Vietnam Journal of Mathematics, vol. 33, No. 4, pages 443–461.)

Suggested Citation

  • Vuong, Quan-Hoang, 2005. "Central Limit Theorem for Functional of Jump Markov Processes," OSF Preprints vq3b6, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:vq3b6
    DOI: 10.31219/osf.io/vq3b6
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    Cited by:

    1. Vuong, Quan-Hoang & La, Viet-Phuong, 2019. "The bayesvl R package. User guide v0.8.1," OSF Preprints w5dx6, Center for Open Science.
    2. Yu Wu & Bo Zeng & Siming Huang, 2019. "A Dynamic Strategy for Home Pick-Up Service with Uncertain Customer Requests and Its Implementation," Sustainability, MDPI, vol. 11(7), pages 1-21, April.
    3. Nguyen, Minh-Hoang & La, Viet-Phuong & Ho, Manh-Toan & Huyen, Nguyen Thanh Thanh & Le, Tam-Tri, 2021. "Vuong Quan Hoang," OSF Preprints u7jms, Center for Open Science.
    4. Vuong, Quan-Hoang & La, Viet-Phuong & Ho, Manh-Toan, 2019. "The bayesvl R package. Hướng dẫn sử dụng v0.8," OSF Preprints yacs5, Center for Open Science.
    5. Vuong, Quan-Hoang & Quang-Loc, Nguyen & Jin, Ruining & Nguyen, Minh_Hieu Thi Dr & Nguyen, Minh-Hoang & Le, Tam-Tri, 2023. "The effects of business experience and gender on academic entrepreneurial intention," OSF Preprints tjr3h, Center for Open Science.
    6. , Aisdl, 2007. "Weak convergence of first-rare-event times for semi-Markov processes," OSF Preprints q95cv, Center for Open Science.
    7. Vuong, Quan-Hoang & Nguyen, Minh-Hoang & Jin, Ruining & Le, Tam-Tri, 2022. "Cultural Additivity Theory," OSF Preprints xuv3s, Center for Open Science.

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