Additional material on local limit theorem for finite Additive Markov Processes [HL13]
Probability
2013-06-25 v2
Abstract
This paper proposes additional material to the main statements of [HL13] which are are recalled in Section~2. In particular an application of [Theorem~2.2,HL13] to Renewal Markov Processes is provided in Section~4 and a detailed checking of the assumptions of [Theorem~2.2,HL13] for the joint distribution of local times of a finite jump process is reported in Section~5. A uniform version of [Theorem~2.2,HL13] with respect to a compact set of transition matrices is given in Section~6 (see [Remark 2.4,HL13]). The basic material on the semigroup of Fourier matrices and the spectral approach used in [HL13] is recalled in Section~3 in order to obtain a good understanding of the properties involved in this uniform version.
Keywords
Cite
@article{arxiv.1305.5644,
title = {Additional material on local limit theorem for finite Additive Markov Processes [HL13]},
author = {Loïc Hervé and James Ledoux},
journal= {arXiv preprint arXiv:1305.5644},
year = {2013}
}