Matheus M. Castro

Conditional Stable Laws and Rare-Event Limits for Absorbing Markov Chains

We establish conditional limit theorems, pointwise in the initial state, for absorbing Markov chains on a compact metric space $M$. We assume $L^1(M,\rho)$-continuous transition densities, irreducibility and aperiodicity. For the observable $f_\beta(x)=d_M(x,x_0)^{-\beta}$, with suitable $x_0$ satisfying $\rho(B_r(x_0)...