Conditioned local limit theorems for random walks defined on finite Markov chains

DOI10.1007/s00440-019-00948-8zbMath1434.60184arXiv1707.06129OpenAlexW2981854699MaRDI QIDQ2291699

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

Publication date: 31 January 2020

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.06129

zbMATH Keywords

dualityMarkov chainexit timeconditioned local limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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