Self-similar scaling limits of Markov chains on the positive integers
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Publication:341630
DOI10.1214/15-AAP1157zbMath1352.60103arXiv1412.1068MaRDI QIDQ341630
Igor Kortchemski, Jean Bertoin
Publication date: 16 November 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.1068
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)
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