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| 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 | Citation: | 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 |
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