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

DOI10.1007/S10959-011-0384-1MaRDI QIDQ2428537zbMATH OpenOpenAlexFDO

Authors 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 functionHarmonic functionInvariant measureMarkov additive chainYaglom limit

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• A ratio limit theorem for (sub) Markov chains on {1,2, …} with bounded jumps
• Asymptotic hitting distribution for a reflected random walk in the positive quadrant
• Bridges and networks: exact asymptotics
• Ergodic properties of nonnegative matrices. I
• Existence of quasi-stationary distributions: A renewal dynamical approach
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Large deviations of a modified Jackson network: stability and rough asymptotics
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Markov additive processes. II: Large deviations
• On the existence of quasi-stationary distributions in denumerable R-transient Markov chains
• On the quasi-stationary distribution of a stochastic Ricker model
• Quasi-limiting distributions of Markov chains that are skip-free to the left in continuous time
• Quasi-stationary laws for Markov processes: examples of an always proximate absorbing state
• Random Walks on Infinite Graphs and Groups
• Renewal theory for functionals of a Markov chain with general state space
• Sample path large deviations and convergence parameters
• Tail decay rates in double QBD processes and related reflected random walks
• The Necessity of Harris' Condition for the Existence of a Stationary Measure
• Transient Markov Chains with Stationary Measures

Cited in

(2)

• Asymptotic hitting distribution for a reflected random walk in the positive quadrant
• Self-similar scaling limits of Markov chains on the positive integers

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