Asymptotic estimates of the Green functions and transition probabilities for Markov additive processes
From MaRDI portal
Publication:2461964
DOI10.1214/EJP.v12-396zbMath1134.60055MaRDI QIDQ2461964
Publication date: 23 November 2007
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/128757
Discrete-time Markov processes on general state spaces (60J05) Probabilistic potential theory (60J45) Markov renewal processes, semi-Markov processes (60K15)
Related Items (11)
Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains ⋮ Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain ⋮ Random walks on periodic graphs ⋮ Long time asymptotics of non-symmetric random walks on crystal lattices ⋮ The hitting distributions of a line for two dimensional random walks ⋮ A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk ⋮ Asymptotic behaviour of a random walk killed on a finite set ⋮ Multidimensional random walk with reflections ⋮ One dimensional lattice random walks with absorption at a point/on a half line ⋮ The mean number of sites visited by a pinned random walk ⋮ Recurrence of multidimensional persistent random walks. Fourier and series criteria
This page was built for publication: Asymptotic estimates of the Green functions and transition probabilities for Markov additive processes