Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem

DOI10.1007/s10959-011-0384-1zbMath1237.60057MaRDI QIDQ2428537

Aziz Khanchi

Publication date: 26 April 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0384-1

zbMATH Keywords

Green's function; Yaglom limit; Harmonic function; Invariant measure; Markov additive chain

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60K15: Markov renewal processes, semi-Markov processes

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