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The convergence of partial sum processes of Markov chains

  • Sheng-wu He and Jia-gang Wang
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Dirichlet Forms and Stochastic Processes
This chapter is in the book Dirichlet Forms and Stochastic Processes

Chapters in this book

  1. I-IV I
  2. Preface V
  3. Table of Contents IX
  4. Yang—Mills equations and Lévy-Laplacians 1
  5. Representation of martingale additive functionals and absolute continuity of infinite dimensional symmetric diffusions 25
  6. Potential theory of positivity preserving forms without capacity 47
  7. Remarks concerning the analysis on local Dirichlet spaces 55
  8. On the spectral properties of singular perturbed operators 65
  9. The metastable behavior of the two dimensional Ising model 73
  10. On the ergodic region of Schlögl's model 87
  11. Quasi-sure analysis for the Euler approximation and the flow related to an S.D.E. 103
  12. On the representation theorem for additive functionals 113
  13. Einstein's formula for stationary diffusions on Riemannian manifolds 127
  14. Even and odd continuous additive functionals 139
  15. On a decomposition of additive functionals in the strict sense for a symmetric Markov process 155
  16. A note on generalized Gross and Minlos theorems 171
  17. The convergence of partial sum processes of Markov chains 175
  18. White noise analysis and applications in random fields 185
  19. Quasi-sure analysis of non negative Brownian martingales 191
  20. Feller semigroups generated by pseudo differential operators 199
  21. An extension of Hida's distribution theory via analyticity spaces 207
  22. Non-local (semi-) Dirichlet forms generated by pseudo differential operators 223
  23. Differential calculus on a submanifold of an abstract Wiener space, II. Weitzenböck formula 235
  24. New examples of Dirichlet spaces 253
  25. Non-commutative Dirichlet forms 257
  26. A Feller property for some degenerate elliptic operators 271
  27. Gaussian and non-Gaussian estimates for heat kernels on the Sierpinski gasket 283
  28. Capacitary inequalities and global properties of symmetric Dirichlet forms 291
  29. Time dependent Dirichlet forms and its application to a transformation of space-time Markov processes 305
  30. On the regularity property of Donsker's delta function 321
  31. Uniqueness of the Fleming—Viot process with selection 329
  32. A convergence theorem for probability densities and conditional expectations of Wiener functionals 335
  33. On the local property for positivity preserving coercive forms 345
  34. The analytic Feynman integral 355
  35. Transformations of local Dirichlet forms by supermartingale multiplicative functionals 363
  36. Multi-parameter Ornstein—Uhlenbeck process 375
  37. Some recent results on particle systems 383
  38. The Feynman—Kac formula for Dirichlet forms 399
  39. Ergodicity of Markov semigroups on infinite dimensional spaces 405
  40. Existence and uniqueness of invariant probability measure for uniformly elliptic diffusion 417
  41. On a class of measure-valued processes with non-constant branching rates 425
  42. List of Participants 435
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