Classical limit theorems for measure-valued Markov processes

Alan F. Karr

Journal of Multivariate Analysis, 1979, vol. 9, issue 2, 234-247

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.

Keywords: Markov; chain; Markov; process; random; measure; measure-valued; stochastic; process; strong; law; of; large; numbers; central; limit; theorem; law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1979
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