具有马尔可夫增量的随机游动的最小值的局部极限定理
A Local Limit Theorem for the Minimum of a Random Walk with Markovian Increments
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摘要: 本文考虑具有马尔可夫增量的随机游动(半马尔可夫链)的最小值, 提出一种Presman因式分解的方法, 对其分布的渐进行为进行研究并给出了局部极限定理. 该结果可以应用于对马尔可夫随机环境下的分支过程的生存概率的渐进行为进行估计.Abstract: The local limit theorems for the minimum of a random walk with Markovian increments is given, with using Presman's factorization theory. This result implies the asymptotic behaviour of the survival probability for a critical branching process in Markovian depended random environment.