Additional material on local limit theorem for finite Additive Markov Processes [HL13]

Loïc Hervé (1) , James Ledoux (1)

1 IRMAR - Institut de Recherche Mathématique de Rennes

This paper proposes additional material to the main statements of [HL13] which are are recalled in Section~2. In particular an application of [Theorem~2.2,HL13] to Renewal Markov Processes is provided in Section~4 and a detailed checking of the assumptions of [Theorem~2.2,HL13] for the joint distribution of local times of a finite jump process is reported in Section~5. A uniform version of [Theorem~2.2,HL13] with respect to a compact set of transition matrices is given in Section~6 (see [Remark 2.4,HL13]). The basic material on the semigroup of Fourier matrices and the spectral approach used in [HL13] is recalled in Section~3 in order to obtain a good understanding of the properties involved in this uniform version.

Mots clés: Gaussian approximation; Local time; Spectral method; Markov random walk

Domaines: Probabilités [math.PR]

Loïc Hervé, James Ledoux. Additional material on local limit theorem for finite Additive Markov Processes [HL13]. 2013. ⟨hal-00825592v1⟩