IDEAS home Printed from https://ideas.repec.org/p/osf/osfxxx/vq3b6.html
   My bibliography  Save this paper

Central Limit Theorem for Functional of Jump Markov Processes

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: https://osf.io/download/627ddeed52d172168080a9b8/
    Download Restriction: no

    File URL: https://libkey.io/10.31219/osf.io/vq3b6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Vuong, Quan-Hoang & Nguyen, Minh-Hoang & Jin, Ruining & Le, Tam-Tri, 2022. "Cultural Additivity Theory," OSF Preprints xuv3s, Center for Open Science.
    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. , Aisdl, 2007. "Weak convergence of first-rare-event times for semi-Markov processes," OSF Preprints q95cv, Center for Open Science.
    6. 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.
    7. Vuong, Quan-Hoang & La, Viet-Phuong, 2019. "The bayesvl R package. User guide v0.8.1," OSF Preprints w5dx6, Center for Open Science.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osf:osfxxx:vq3b6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSF (email available below). General contact details of provider: https://osf.io/preprints/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.