Convergence of symmetric Markov chains on

For each n let be a continuous time symmetric Markov chain with state space . Conditions in terms of the conductances are given for the convergence of the to a symmetric Markov process Y t on . We have weak convergence of for every t 0 and every starting point. The limit process Y has a continuous p...

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Veröffentlicht in:	Probability theory and related fields 2010-09, Vol.148 (1-2), p.107-140
Hauptverfasser:	Bass, Richard F., Kumagai, Takashi, Uemura, Toshihiro
Format:	Artikel
Sprache:	eng
Schlagworte:	Central limit theorem Convergence Economics Finance Insurance Management Markov chains Mathematical and Computational Biology Mathematical and Computational Physics Mathematics Mathematics and Statistics Operations Research/Decision Theory Probability Probability Theory and Stochastic Processes Quantitative Finance Statistics for Business Theoretical
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Zusammenfassung:	For each n let be a continuous time symmetric Markov chain with state space . Conditions in terms of the conductances are given for the convergence of the to a symmetric Markov process Y t on . We have weak convergence of for every t 0 and every starting point. The limit process Y has a continuous part and may also have jumps.
ISSN:	0178-8051 1432-2064
DOI:	10.1007/s00440-009-0224-8