Some limit theorems for Markov additive processes

Peter Ney and Esa Nummelin
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Peter Ney: University of Wisconsin, Mathematics Department
Esa Nummelin: University of Helsinki, Department of Mathematics

A chapter in Semi-Markov Models, 1986, pp 3-12 from Springer

Abstract: Abstract At the Semi-Markov Symposium we presented some new results on Markov-additive processes which will be published in Ney and Nummelin (1984), Ney and Nummelin (1985). In their proofs we used regeneration constructions similar to those in several previous papers (Athreya and Ney, 1978; Nummelin, 1978; Iscoe, Ney and Nummelin, 1984). The proof of the particular regeneration used in Ney and Nummelin (1984) was omitted, and we will now provide it here. We also prove a slight extension of the results in Iscoe, Ney and Nummelin (1984); Ney and Nummelin (1984), and summarize the results we announced at the symposium.

Keywords: Limit Theorem; Slight Extension; General State Space; Countable Space; Regeneration Construction (search for similar items in EconPapers)
Date: 1986
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DOI: 10.1007/978-1-4899-0574-1_1

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