Self-similar scaling limits of Markov chains on the positive integers

DOI10.1214/15-AAP1157zbMath1352.60103arXiv1412.1068MaRDI QIDQ341630

Igor Kortchemski, Jean Bertoin

Publication date: 16 November 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1068

zbMATH Keywords

Lévy processesMarkov chainsself-similarityinvariance principlesscaling limits

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

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