Recent Issues Volume 37 1 2 3 4 Volume 36 1 2 3 4 Volume 35 1 2 3 4 Volume 34 1 2 3 4 Volume 33 1 2 3 4 Past Issues The Journal Cover Aims and Scope Subscription Information Editorial Board Instructions for Author Contact Us Related Links

Vietnam Journal of Mathematics 33:4 (2005) 443-461  Central Limit Theorem for Functional of Jump Markov Processes Nguyen Van Huu, Vuong Quan Hoang, and Tran Minh Ngoc Abstract.  n this paper some conditions are given to ensure that for a jump homogeneous Markov process $\{X(t),t\ge 0\}$ the law of the integral functional of the process: $T^{-1/2}\int_0^T\varphi(X(t))dt$, converges to the normal law $N(0,\sigma^2)$ as $T\to\infty$, where $\varphi$ is a mapping from the state space $E$ into $\mathbb{R}$.

Vietnam Academy of Science and Technology & Vietnamese Mathematical Society © Copyright 2009 Vietnam Journal of Mathematics. All rights reserved.