Local theorems for (multidimensional) additive functionals of semi-Markov chains

DOI10.1016/J.SPA.2021.03.011zbMATH Open1469.60087OpenAlexW3141721417WikidataQ113863855 ScholiaQ113863855MaRDI QIDQ2029795FDOQ2029795

Authors: Yanyan Li 

Publication date: 4 June 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2021.03.011

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zbMATH Keywords

renewal processlarge deviationscontinuous-time random walklocal limit theoremsemi-Markov chain

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

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Cited In (4)

• Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models
• Local theorem for Markov chains with quasicompact transition probability. Applications to \(V\)-geometrically ergodic chains and iterative models
• A local limit theorem for densities of the additive component of a finite Markov additive process
• Large deviation principles for the processes admitting embedded compound renewal processes

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