| Full text | |
| Author(s): |
Logachov, Artem
[1, 2]
;
Mogulskii, Anatolii
[1, 2]
;
Prokopenko, Evgeny
[1, 2, 3]
;
Yambartsev, Anatoly
[4]
Total Authors: 4
|
| Affiliation: | [1] Novosibirsk State Univ, Novosibirsk - Russia
[2] SB RAS, Sobolev Inst Math, Novosibirsk - Russia
[3] ESSEC Business Sch, Paris - France
[4] Univ Sao Paulo, Inst Math & Stat, BR-05508090 Sao Paulo, SP - Brazil
Total Affiliations: 4
|
| Document type: | Journal article |
| Source: | Stochastic Processes and their Applications; v. 137, p. 149-166, JUL 2021. |
| Web of Science Citations: | 0 |
| Abstract | |
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. (C) 2021 Elsevier B.V. All rights reserved. (AU) | |
| FAPESP's process: | 17/10555-0 - Stochastic modeling of interacting systems |
| Grantee: | Fabio Prates Machado |
| Support Opportunities: | Research Projects - Thematic Grants |