Convergence of symmetric Markov chains on
For each n let be a continuous time symmetric Markov chain with state space . Conditions in terms of the conductances are given for the convergence of the to a symmetric Markov process Y t on . We have weak convergence of for every t 0 and every starting point. The limit process Y has a continuous p...
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| Veröffentlicht in: | Probability theory and related fields 2010-09, Vol.148 (1-2), p.107-140 |
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| container_title | Probability theory and related fields |
| container_volume | 148 |
| creator | Bass, Richard F. Kumagai, Takashi Uemura, Toshihiro |
| description | For each
n
let
be a continuous time symmetric Markov chain with state space
. Conditions in terms of the conductances are given for the convergence of the
to a symmetric Markov process
Y
t
on
. We have weak convergence of
for every
t
0
and every starting point. The limit process
Y
has a continuous part and may also have jumps. |
| doi_str_mv | 10.1007/s00440-009-0224-8 |
| format | Article |
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n
let
be a continuous time symmetric Markov chain with state space
. Conditions in terms of the conductances are given for the convergence of the
to a symmetric Markov process
Y
t
on
. We have weak convergence of
for every
t
0
and every starting point. The limit process
Y
has a continuous part and may also have jumps.</description><identifier>ISSN: 0178-8051</identifier><identifier>EISSN: 1432-2064</identifier><identifier>DOI: 10.1007/s00440-009-0224-8</identifier><language>eng</language><publisher>Berlin/Heidelberg: Springer-Verlag</publisher><subject>Central limit theorem ; Convergence ; Economics ; Finance ; Insurance ; Management ; Markov chains ; Mathematical and Computational Biology ; Mathematical and Computational Physics ; Mathematics ; Mathematics and Statistics ; Operations Research/Decision Theory ; Probability ; Probability Theory and Stochastic Processes ; Quantitative Finance ; Statistics for Business ; Theoretical</subject><ispartof>Probability theory and related fields, 2010-09, Vol.148 (1-2), p.107-140</ispartof><rights>Springer-Verlag 2009</rights><rights>Springer-Verlag 2009.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-p718-7f348be3f36cbce4bb93665cc29b417015ba3b10452efdb29f05799114ca700b3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://link.springer.com/content/pdf/10.1007/s00440-009-0224-8$$EPDF$$P50$$Gspringer$$H</linktopdf><linktohtml>$$Uhttps://link.springer.com/10.1007/s00440-009-0224-8$$EHTML$$P50$$Gspringer$$H</linktohtml><link.rule.ids>314,780,784,27924,27925,41488,42557,51319</link.rule.ids></links><search><creatorcontrib>Bass, Richard F.</creatorcontrib><creatorcontrib>Kumagai, Takashi</creatorcontrib><creatorcontrib>Uemura, Toshihiro</creatorcontrib><title>Convergence of symmetric Markov chains on</title><title>Probability theory and related fields</title><addtitle>Probab. Theory Relat. Fields</addtitle><description>For each
n
let
be a continuous time symmetric Markov chain with state space
. Conditions in terms of the conductances are given for the convergence of the
to a symmetric Markov process
Y
t
on
. We have weak convergence of
for every
t
0
and every starting point. The limit process
Y
has a continuous part and may also have jumps.</description><subject>Central limit theorem</subject><subject>Convergence</subject><subject>Economics</subject><subject>Finance</subject><subject>Insurance</subject><subject>Management</subject><subject>Markov chains</subject><subject>Mathematical and Computational Biology</subject><subject>Mathematical and Computational Physics</subject><subject>Mathematics</subject><subject>Mathematics and Statistics</subject><subject>Operations Research/Decision Theory</subject><subject>Probability</subject><subject>Probability Theory and Stochastic Processes</subject><subject>Quantitative Finance</subject><subject>Statistics for Business</subject><subject>Theoretical</subject><issn>0178-8051</issn><issn>1432-2064</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2010</creationdate><recordtype>article</recordtype><sourceid>8G5</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><sourceid>GUQSH</sourceid><sourceid>M2O</sourceid><recordid>eNpF0M1KAzEUhuEgCo7VC3A34MpF9Jwkk5-lDFqFipvuwyQmdarN1KQtePdOGcHV2bycDx5CrhHuEEDdFwAhgAIYCowJqk9IhYIzykCKU1IBKk01NHhOLkpZAwDjglXkth3SIeRVSD7UQ6zLz2YTdrn39WuXP4dD7T-6PpV6SJfkLHZfJVz93RlZPj0u22e6eJu_tA8LulWoqYpcaBd45NI7H4RzhkvZeM-ME6gAG9dxhyAaFuK7YyZCo4xBFL5TAI7PyM30dpuH730oO7se9jmNi5ZJiUxJIeVYsakq29ynVcj_FYI9ithJxI4i9ihiNf8FniBR2A</recordid><startdate>20100901</startdate><enddate>20100901</enddate><creator>Bass, Richard F.</creator><creator>Kumagai, Takashi</creator><creator>Uemura, Toshihiro</creator><general>Springer-Verlag</general><general>Springer Nature B.V</general><scope>3V.</scope><scope>7SC</scope><scope>7WY</scope><scope>7WZ</scope><scope>7XB</scope><scope>87Z</scope><scope>88I</scope><scope>8AL</scope><scope>8AO</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>8FK</scope><scope>8FL</scope><scope>8G5</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>FRNLG</scope><scope>F~G</scope><scope>GNUQQ</scope><scope>GUQSH</scope><scope>H8D</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K60</scope><scope>K6~</scope><scope>K7-</scope><scope>L.-</scope><scope>L6V</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>M0C</scope><scope>M0N</scope><scope>M2O</scope><scope>M2P</scope><scope>M7S</scope><scope>MBDVC</scope><scope>P5Z</scope><scope>P62</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PTHSS</scope><scope>Q9U</scope></search><sort><creationdate>20100901</creationdate><title>Convergence of symmetric Markov chains on</title><author>Bass, Richard F. ; 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Theory Relat. Fields</stitle><date>2010-09-01</date><risdate>2010</risdate><volume>148</volume><issue>1-2</issue><spage>107</spage><epage>140</epage><pages>107-140</pages><issn>0178-8051</issn><eissn>1432-2064</eissn><abstract>For each
n
let
be a continuous time symmetric Markov chain with state space
. Conditions in terms of the conductances are given for the convergence of the
to a symmetric Markov process
Y
t
on
. We have weak convergence of
for every
t
0
and every starting point. The limit process
Y
has a continuous part and may also have jumps.</abstract><cop>Berlin/Heidelberg</cop><pub>Springer-Verlag</pub><doi>10.1007/s00440-009-0224-8</doi><tpages>34</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0178-8051 |
| ispartof | Probability theory and related fields, 2010-09, Vol.148 (1-2), p.107-140 |
| issn | 0178-8051 1432-2064 |
| language | eng |
| recordid | cdi_proquest_journals_2661276466 |
| source | EBSCOhost Business Source Complete; SpringerLink Journals - AutoHoldings |
| subjects | Central limit theorem Convergence Economics Finance Insurance Management Markov chains Mathematical and Computational Biology Mathematical and Computational Physics Mathematics Mathematics and Statistics Operations Research/Decision Theory Probability Probability Theory and Stochastic Processes Quantitative Finance Statistics for Business Theoretical |
| title | Convergence of symmetric Markov chains on |
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