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A limit theorem for discrete-parameter random evolutions

Published online by Cambridge University Press:  01 July 2016

Gilles A. Blum
Gilles A. Blum*
Affiliation:
Case Western Reserve University
*
∗Postal address: Department of Mathematics and Statistics, Case Western Reserve University, University Circle, Cleveland, OH 44106, U.S.A.
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Abstract

In this paper we obtain a limit theorem for discrete-parameter random evolutions. This theorem is then used to obtain diffusion approximations to the Wright-Fisher model in a Markovian environment and to sequences of stochastic difference equations.

Keywords

DIFFUSION APPROXIMATIONWEAK CONVERGENCESTOCHASTIC DIFFERENCE EQUATION
Type
Research Article
Information
Advances in Applied Probability , Volume 16 , Issue 2 , June 1984 , pp. 281 - 292
Copyright
Copyright © Applied Probability Trust 1984 

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