



















In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for the density of the absolutely continuous part of the probability distribution of $t^{-1/2}Y_t$ given $X_0$. The rate of convergence and the moment condition are the expected ones with respect to the i.i.d case. An application to the joint distribution of local times of a finite jump process is sketched.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。