Limit theorems for Markov walks conditioned to stay positive in the $\hat{I}\pm$-stable regime under a spectral gap assumption

Yunfan Zhao, Xiaojing Chen

Let $(X_n{)}_{n\ge 1}$ be a Markov chain on a measurable state space $X$, and let $S_n={\sum }_{k=1}^{n}f(X_k)$ be the associated Markov walk. For $y>0$, denote by $\ddot{I}{„}_y$ the first tim…