LIMIT THEOREMS FOR MARKOV RANDOM WALK DISCRIBED BYSUMS OF VALUES OF FIRST-ORDER AUTO REGRESSIVE PROCESSESWITH RANDOM COEFFICIENT

In the paper the law of large numbers and central limit theorem are proved for Markov random walk described by the sum of the values of first-other autoregressive processes with a random coefficient.

Publication Details

Journal
Proceedings of the Institute of Applied Mathematics
Published
2025-01-01
DOI
https://doi.org/10.30546/2225-0530.14.1.2025.069
Primary Topic
Mathematical Dynamics and Fractals
Type
article
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article

LIMIT THEOREMS FOR MARKOV RANDOM WALK DISCRIBED BYSUMS OF VALUES OF FIRST-ORDER AUTO REGRESSIVE PROCESSESWITH RANDOM COEFFICIENT

Proceedings of the Institute of Applied Mathematics
Mathematical Dynamics and Fractals
article

LIMIT THEOREMS FOR MARKOV RANDOM WALK DISCRIBED BYSUMS OF VALUES OF FIRST-ORDER AUTO REGRESSIVE PROCESSESWITH RANDOM COEFFICIENT

article en

Abstract

In the paper the law of large numbers and central limit theorem are proved for Markov random walk described by the sum of the values of first-other autoregressive processes with a random coefficient.

Proceedings of the Institute of Applied Mathematics
Reduced inequalities
Openalex Percentile: Top 77%
Mathematical Dynamics and Fractals
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LIMIT THEOREMS FOR MARKOV RANDOM WALK DISCRIBED BYSUMS OF VALUES OF FIRST-ORDER AUTO REGRESSIVE PROCESSESWITH RANDOM COEFFICIENT · Proceedings of the Institute of Applied Mathematics (2025) | TGRS Research Map | TGRS