Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain.

Basile de Loynes

Published in: J. Appl. Probab. (2023)

Keyphrases

markov chain
finite state
markov model
steady state
monte carlo method
markov process
transition probabilities
stochastic process
state space
random walk
stationary distribution
monte carlo
monte carlo simulation
markov processes
machine learning
generative model
prior knowledge
neural network
gibbs sampler