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math.PR2019
Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process
Dawid Czapla, Sander C. Hille, Katarzyna Horbacz +1
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and an…
math.PR2018
The Strassen Invariance Principle for Certain Non-stationary Markov-Feller Chains
Dawid Czapla, Katarzyna Horbacz, Hanna Wojewódka-Ściążko
We propose certain conditions which are sufficient for the functional law of the iterated logarithm (the Strassen invariance principle) for some general class of non-stationary Mar…
math.PR2018
A Useful Version of the Central Limit Theorem for a General Class of Markov Chains
Dawid Czapla, Katarzyna Horbacz, Hanna Wojewódka-Ściążko
In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of…