Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption

DOI10.1214/17-AOP1197zbMath1430.60042arXiv1607.07757OpenAlexW2951214016WikidataQ114599302 ScholiaQ114599302MaRDI QIDQ1660621

Ronan Lauvergnat, I. G. Grama, Emile Le Page

Publication date: 16 August 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.07757

zbMATH Keywords

harmonic functionMarkov chainlimit theoremrandom walkexit time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Boundary theory for Markov processes (60J50)

Related Items (8)

Central limit theorem for a critical multitype branching process in random environments ⋮ First-passage times for random walks with nonidentically distributed increments ⋮ Limit theorems for critical branching processes in a finite-state-space Markovian environment ⋮ Conditioned limit theorems for hyperbolic dynamical systems ⋮ Unnamed Item ⋮ The survival probability of critical and subcritical branching processes in finite state space Markovian environment ⋮ Alternative constructions of a harmonic function for a random walk in a cone ⋮ Conditioned local limit theorems for random walks defined on finite Markov chains

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