A local limit theorem for densities of the additive component of a finite Markov additive process

DOI10.1016/j.spl.2013.05.032zbMath1296.60056arXiv1306.5353OpenAlexW2082228751MaRDI QIDQ2637388

James Ledoux, Loïc Hervé

Publication date: 11 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5353

zbMATH Keywords

spectral methodlocal timeGaussian approximationMarkov random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

Related Items (2)

Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain ⋮ Local theorems for (multidimensional) additive functionals of semi-Markov chains

Cites Work

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• On the rate of convergence in the local limit theorem for densities
• The central limit theorem for additive functionals of Markov processes and the weak convergence to Wiener measure
• Occupation times in markov processes
• Applied Probability and Queues
• On a Class of Markov Processes Taking Values on Lines and the Central Limit Theorem
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

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