论文标题

连续时间马尔可夫过程的中央限制定理不被吸收

A central limit theorem for continuous-time Markov processes conditioned not to be absorbed

论文作者

Oçafrain, William

论文摘要

本文旨在为马尔可夫过程建立一个中心限制定理,条件不得在基础过程中对准平台性的非常一般的假设中吸收。为此,已经为千古的马尔可夫过程建立了中心限制定理。然后,通过将中央限制定理应用于$ q $ - 过程来获得有条件的中央限制定理。

This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been established for ergodic Markov processes. The conditional central limit theorem is then obtained by applying the central limit theorem to the $Q$-process.

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