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Issue: 2026: Natural Sciences Issue - Online First
Section: Natural Sciences Issue (Vietnamese)
DOI: 10.52714/dthu.ns.2731.1898
Date Published: 03/05/2026
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Lam, H. C., Nguyen, V. T., Le, Q. H., Tran, H. B. H., Nguyen, T. T. N., & Trang, T. H. (2026). Limits of higher-order moments for markov processes in one dimensional space. Dong Thap University Journal of Science, Online First. https://doi.org/10.52714/dthu.ns.2731.1898

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Limits of higher-order moments for markov processes in one dimensional space

Hoang Chuong Lam , Viet Trinh Nguyen1, Quoc Hao Le1, Ho Bao Han Tran1, Thi Thanh Ngan Nguyen1, Thi Hien Trang2
1 Khoa Khoa học Tự nhiên, Đại học Cần Thơ
2 Phòng quản lý chất lượng, Đại học Cần Thơ

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Abstract

This study aims to demonstrate the existence of limits for higher-order moments of a one-dimensional continuous-time Markov process. The analysis is conducted under the assumption that the transition intensities converge in the Cesàro mean. The infinitesimal generator associated with the Markov process is employed as the principal analytical tool to establish the asymptotic behavior of the moments of the process under consideration.

Keywords

higher-order moments, Markov process, the infinitesimal generator

Article Details

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This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

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