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LIMIT THEOREMS FOR ONE CLASS OF ERGODIC MARKOV CHAINS
Title
LIMIT THEOREMS FOR ONE CLASS OF ERGODIC MARKOV CHAINS
Author
Turhan, Nezihe
Date Created
2016
Subjects--Topical
Statistics, Mathematics
Description
The goal of this dissertation is to develop some classical limit theorems for the additive functionals of the homogeneous Markov chains in the special class of the so-called, Loop Markov Chains. The additive functionals of the Markov chains have t...
THE ASYMPTOTIC APPROXIMATION OF THE TRANSITION PROBABILITY FOR THE RANDOM WALKS WITH HEAVY TAILS.
Title
THE ASYMPTOTIC APPROXIMATION OF THE TRANSITION PROBABILITY FOR THE RANDOM WALKS WITH HEAVY TAILS.
Author
Agbor, Andu
Date Created
2013
Subjects--Topical
Statistics, Mathematics
Description
The main result of this dissertation concerns the asymptotics, uniform in t and x, of the probability distribution of a random walk with heavy tails. The random walk is a Markov process and thus can be characterized in terms of their generators. W...