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Publications by Jorge D. Samur

A Regularity Condition and a Limit Theorem for Harris Ergodic Markov Chains

Stochastic Processes and their Applications

Applied Mathematics

English

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The Central Limit Theorem for Stationary Markov Chains Under Invariant Splittings

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Ratio Limit Theorems for Markov Chains

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A Central Limit Theorem and a Strong Mixing Condition

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A Central Limit Theorem for Convex Chains in the Square

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The Central Limit Theorem for Markov Chains With the Simultatneous Total Variation Convergence of the Chain.

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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem

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A New Approach to the Limit Theory of Recurrent Markov Chains

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Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure

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A Stochastic Ergodic Theorem for Superadditive Processes

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