Central limit theorems for random evolutions

Dudley Paul Johnson

Stochastic Processes and their Applications, 1994, vol. 53, issue 2, 221-232

Abstract: A product formula for linear operators is used to get a central limit theorem for products of dependent random linear and nonlinear operators on d driven by a continuous time Markov chain.

Keywords: Product; formula; Semigroups; of; linear; operators; Random; evolutions; Continuous; time; Markov; processes (search for similar items in EconPapers)
Date: 1994
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