Stable limits for Markov chains via the Principle of Conditioning

Stochastic Processes and their Applications(2020)

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摘要
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions.
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60F05,60F17,60E07,60J05,60J35
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