Strong laws and limit theorems for local time of Markov processes

1990 ◽  
Vol 85 (3) ◽  
pp. 413-424
Author(s):  
Lajos Horvath
Keyword(s):  
Local Time ◽  
Markov Processes ◽  
Limit Theorems ◽  
Strong Laws

scholarly journals Representations of hermite processes using local time of intersecting stationary stable regenerative sets

2020 ◽  
Vol 57 (4) ◽  
pp. 1234-1251
Author(s):  
Shuyang Bai
Keyword(s):  
Long Range ◽  
Local Time ◽  
Limit Theorems ◽  
Local Times ◽  
Long Range Dependence ◽  
Random Interval ◽  
Stationary Increments ◽  
Self Similar ◽  
Regenerative Sets

AbstractHermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener–Itô integrals, whose integrands involve the local time of intersecting stationary stable regenerative sets. The proof relies on an approximation of regenerative sets and local times based on a scheme of random interval covering.

scholarly journals Central limit theorems for supercritical branching Markov processes

2014 ◽  
Vol 266 (3) ◽  
pp. 1716-1756 ◽  
Author(s):  
Yan-Xia Ren ◽  
Renming Song ◽  
Rui Zhang
Keyword(s):  
Central Limit ◽  
Markov Processes ◽  
Limit Theorems ◽  
Central Limit Theorems

scholarly journals Limit Theorems for Semi-Markov Processes and Renewal Theory for Markov Chains

1978 ◽  
Vol 6 (5) ◽  
pp. 788-797 ◽  
Author(s):  
K. B. Athreya ◽  
D. McDonald ◽  
P. Ney
Keyword(s):  
Markov Chains ◽  
Markov Processes ◽  
Limit Theorems ◽  
Renewal Theory ◽  
Semi Markov Processes

The local time of the Markov processes of Ornstein–Uhlenbeck type

2012 ◽  
Vol 82 (7) ◽  
pp. 1229-1234
Author(s):  
Changqing Tong ◽  
Zhengyan Lin ◽  
Jing Zheng
Keyword(s):  
Local Time ◽  
Markov Processes

scholarly journals Limit Theorems for Reversible Markov Processes

1973 ◽  
Vol 1 (6) ◽  
pp. 1014-1025
Author(s):  
Michael L. Levitan ◽  
Lawrence H. Smolowitz
Keyword(s):  
Markov Processes ◽  
Limit Theorems ◽  
Reversible Markov Processes

L ∞ — Limit theorems for Markov processes

1969 ◽  
Vol 7 (1) ◽  
pp. 60-62 ◽  
Author(s):  
S. Horowitz
Keyword(s):  
Markov Processes ◽  
Limit Theorems
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