YE Yinna. A Local Limit Theorem for the Minimum of a Random Walk with Markovian Increments[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(1): 23-50.
Citation:
YE Yinna. A Local Limit Theorem for the Minimum of a Random Walk with Markovian Increments[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(1): 23-50.
YE Yinna. A Local Limit Theorem for the Minimum of a Random Walk with Markovian Increments[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(1): 23-50.
Citation:
YE Yinna. A Local Limit Theorem for the Minimum of a Random Walk with Markovian Increments[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(1): 23-50.
A Local Limit Theorem for the Minimum of a Random Walk with Markovian Increments
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.
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