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

DOI10.1016/j.spl.2013.05.032zbMath1296.60056arXiv1306.5353MaRDI 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 method; local time; Gaussian approximation; Markov random walk

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J27: Continuous-time Markov processes on discrete state spaces

60J55: Local time and additive functionals

Related Items

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

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