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math.PR2018
Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
Gilles Pagès, Clément Rey
In this paper, we show that the abstract framework developed in Pages & Rey (2017) and inspired by Lamberton & Pages (2002) can be used to build invariant distributions for Brownia…
math.PR2018
Discretization of the Ergodic Functional Central Limit Theorem
Gilles Pagès, Clément Rey
In this paper, we study the discretization of the ergodic Functional Central Limit Theorem (CLT) established by Bhattacharya (see \cite{Bhattacharya_1982}) which states the followi…