Markov chain approximations to singular stable-like processes

Fangjun Xu

Statistics & Probability Letters, 2013, vol. 83, issue 3, 790-796

Abstract: We consider the Markov chain approximations for a class of singular stable-like processes. First, we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a sufficient condition for the weak convergence of these chains to the singular stable-like processes.

Keywords: Markov chain approximation; Weighted Poincaré inequality; Lower bound; Exit time (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:3:p:790-796

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DOI: 10.1016/j.spl.2012.11.032

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