Stable limits for Markov chains via the principle of conditioning

DOI10.1016/j.spa.2019.06.002zbMath1434.60070arXiv1808.04329OpenAlexW2886160887WikidataQ115597819 ScholiaQ115597819MaRDI QIDQ1986005

Dalibor Volný, Mohamed El Machkouri, Adam Jakubowski

Publication date: 7 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04329

zbMATH Keywords

Markov chainsstable lawsspectral gaphyperbounednessoperator uniform integrabilityprinciple of conditioning

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

Related Items (1)

On the local limit theorems for lower psi-mixing Markov chains

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