Displaying similar documents to “Explicit parametrix and local limit theorems for some degenerate diffusion processes”

Approximation of bivariate Markov chains by one-dimensional diffusion processes

Daniela Kuklíková (1978)

Aplikace matematiky

Similarity:

The paper deals with several questions of the diffusion approximation. The goal of this paper is to create the general method of reducting the dimension of the model with the aid of the diffusion approximation. Especially, two dimensional random variables are approximated by one-dimensional diffusion process by replacing one of its coordinates by a certain characteristic, e.g. by its stationary expectation. The suggested method is used for several different systems. For instance, the...

Loop-free Markov chains as determinantal point processes

Alexei Borodin (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.