|
|
| |
| HILBERTIAN INVARIANCE PRINCIPLE FOR EMPIRICAL PROCESS ASSOCIATED WITH A MARKOV PROCESS |
| |
Citation： |
JIANG Yiwen,WU Liming.HILBERTIAN INVARIANCE PRINCIPLE FOR EMPIRICAL PROCESS ASSOCIATED WITH A MARKOV PROCESS[J].Chinese Annals of Mathematics B,2003,24(1):1~16 |
| Page view： 1216
Net amount： 730 |
Authors： |
JIANG Yiwen; WU Liming |
|
|
| Abstract： |
The authors establish the Hilbertian invariance principle for the empirical process of a
stationary Markov process, by extending the forward-backward martingale decomposition of
Lyons-Meyer-Zheng to the Hilbert space valued additive functionals associated with general
non-reversible Markov processes. |
Keywords： |
Forward-backward martingale decomposition, Functional central limit
theorem or Donsker’s invariance principle, Empirical process |
Classification： |
60F17, 60F25, 60J55, 62G30 |
|
|
Download PDF Full-Text
|
