Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/63168
Title: Limit theorems for Markov random walks
Authors: Tang, L.C. 
Keywords: central limit theorem
law of iterated logarithm
Markov random walks
Issue Date: 9-Nov-1993
Source: Tang, L.C. (1993-11-09). Limit theorems for Markov random walks. Statistics and Probability Letters 18 (4) : 265-270. ScholarBank@NUS Repository.
Abstract: For Markov Random walks we obtain the central limit theorem and law of iterated logarithm for the additive component of Markov random walks. The parameters involved are computed explicitly in terms of the transition measure of the Markov random walk. An application in finance is briefly discussed. © 1993.
Source Title: Statistics and Probability Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/63168
ISSN: 01677152
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

18
checked on Dec 7, 2017

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.