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Local theorems for (multidimensional) additive functionals of semi-Markov chains
Stochastic Processes and their Applications ( IF 1.1 ) Pub Date : 2021-03-31 , DOI: 10.1016/j.spa.2021.03.011
Artem Logachov , Anatolii Mogulskii , Evgeny Prokopenko , Anatoly Yambartsev

We consider a (multidimensional) additive functional of semi-Markov chain, defined by an ergodic Markov chain with a finite number of states. The distribution of random vectors, governing the process, is supposed to be lattice and light-tailed. We derive the exact asymptotics in the local limit theorem. As a consequence, we establish a local central limit theorem.



中文翻译:

半马尔可夫链的(多维)加法泛函的局部定理

我们考虑半马尔可夫链的(多维)可加泛函,由具有有限状态数的遍历马尔可夫链定义。控制该过程的随机矢量分布应该是晶格且轻尾的。我们在局部极限定理中得出精确的渐近性。结果,我们建立了局部中心极限定理。

更新日期:2021-04-13
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