Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
권호 표지

ON THE EXISTENCE OF AN INVARIANT PROBABILITY AND THE FUNCTIONAL CENTRAL LIMIT THEOREM OF A CLASS OF NONLINEAR AUTOREGRESSIVE PROCESSES

  • Published : 2000.01.01
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Abstract

Existence of a unique invariant probability is considered for a class of Markov processes which may not be irreducible and a functional central limit theorem for a class of nonlinear irreducible uniformly ergodic processes is derived as well.

Keywords

References

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