Abstract
The local limit theorems for the minimum of a random walk with Markovian increment is given, with using Presman's factorization theory. This result implies the asymptotic behaviour of the survival probability for a critical branching process in Markovian dependent random environment.
| Original language | English |
|---|---|
| Pages (from-to) | 23-50 |
| Number of pages | 28 |
| Journal | Chinese Journal of Applied Probability and Statistics |
| Volume | 32 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Feb 2016 |
Keywords
- Local Limit Theorem
- Markov chain
- semi-Markov Chain
- Random walk
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Ye, Y. (2016). A Local Limit Theorem for the Minimum of a Random Walk with Markovian Increments. Chinese Journal of Applied Probability and Statistics, 32(1), 23-50. https://doi.org/10.3969/j.issn.1001-4268.2016.01.002