Weak Convergence for Markov Processes on Discrete State Spaces
Hoang-Chuong Lam
2024, v.30, Issue 4, 587-598
ABSTRACT
This study investigates the weak convergence of Markov processes on discrete state spaces under the assumption that the transition intensities converge to a constant. Additionally, the research determines the limits of higher-order moments of the Markov process, which are utilized to prove the existence of limit theorems.
Keywords: Central limit theorem, law of large number, Markov process, moment
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