Poisson limit theorem for countable Markov chains in Markovian environments.

DOI10.1007/BF02438267MaRDI QIDQ1418282zbMATH OpenOpenAlexFDO

Authors Dafan Fang, Hanxing Wang, Mao-ning Tang

Publication date 2003

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02438267

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Review text

The authors consider a countable Markov chain in a (countable) random environment. Under suitable assumptions they prove a Poisson limit theorem for such a chain by using a Poisson limit theorem for 0-1 valued independent random variables, which is due to B. A. Sevast'yanov. The result obtained generalizes a Poisson limit theorem for finite Markov chains proved by \textit{B. Pitskel} [Ergodic Theory Dyn. Syst. 11, 501--513 (1991; Zbl 0753.60058)].

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Cites work

• A compound Poisson convergence theorem
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• scientific article; zbMATH DE number 3796967 (Why is no real title available?)
• Markov chains in random environments: The case of Markovian environments
• On the strong law of large numbers for a class of stochastic processes
• Poisson Limit Law for a Scheme of Sums of Dependent Random Variables
• Poisson limit law for Markov chains

Cited in

(3)

• A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain
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• The limit theorems for function of Markov chains in the environment of single infinite Markovian systems

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