Journal of the
Korean Mathematical Society JKMS

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J. Korean Math. Soc. 2000; 37(1): 45-53

Printed January 1, 2000

Copyright © The Korean Mathematical Society.

On the existence of an invariant probability and the functional central limit theorem of a class of nonlinear autoregressive processes

Chanho Lee and Youngmee Kwon

Yonsei University and Hansung University

Abstract

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Existence of a unique invariant probability is considered for a class of Markov processes which may not be irreducible and a functional central limit theorem for a class of nonlinear irreducible uniformly ergodic processes is derived as well.

Keywords: invariant probability, functional central limit theorem

MSC numbers: Primary 60GlO, 60J05

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