Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Asymptotics of a class of markov processes generated by $X_{n+1}=f(X_n)+\epsilon_{n+1}$

  • Lee, Oe-Sook (Department of Statistics, Ewha Womens University, Seoul 120-750)
  • Published : 1994.06.01
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Abstract

We consider the markov process ${X_n}$ on R which is genereated by $X_{n+1} = f(X_n) + \epsilon_{n+1}$. Sufficient conditions for irreducibility and geometric ergodicity are obtained for such Markov processes. In additions, when ${X_n}$ is geometrically ergodic, the functional central limit theorem is proved for every bounded functions on R.

Keywords

References

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