Limit theorems for Markov random walks

DOI10.1016/0167-7152(93)90014-AMaRDI QIDQ1314722zbMATH OpenOpenAlexFDO

Authors Loon Ching Tang

Publication date 12 February 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90014-a

zbMATH Keywords

central limit theoremstationary distributionlaw of the iterated logarithmlimit theory for the additive component of a Markov random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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• Markov-modulated single-server queueing systems

Cited in

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• Limit theorems for Markov walks with a fixed number of definite transfers
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• A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains
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• Fluctuation theory of Markov random walks and Markov modulated random difference equations
• Limit theorems for the Markov random walks describes by the generalization of autoregressive process of order one
• A local limit theorem for the minimum of a random walk with Markovian increments
• Submultiplicative moments of the supremum of a Markov-modulated random walk
• The ladder variables of a Markov random walk
• Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain
• Fluctuation theory for Markov random walks
• Central and local limit theorems in Markov dependent random variables
• A self-normalized central limit theorem for Markov random walks
• Recurrence theorems for Markov random walks
• Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem

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