Limit theorems for stationary random evolutions

Joseph C. Watkins

Stochastic Processes and their Applications, 1985, vol. 19, issue 2, 189-224

Abstract: On a separable Banach space, let A([xi]1),A([xi]2),... be a strictly stationary sequence of infinitesimal operators, centered so that EA([xi]i) = 0, i = 1,2,... This paper characterizes the limit of the random evolutions as the solution to a martingale problem. This work is a direct extension of previous work on i.i.d. random evolutions.

Keywords: random; evolution; central; limit; theorem; law; of; large; numbers; martingale; problem; stationary; process; mixing (search for similar items in EconPapers)
Date: 1985
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