Local limit theorems for inhomogeneous Markov chains
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2021
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| _version_ | 1866911082461790208 |
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| author | Dolgopyat, Dmitry Sarig, Omri |
| author_facet | Dolgopyat, Dmitry Sarig, Omri |
| contents | We prove the Local Limit Theorems for bounded additive functionals of uniformly elliptic inhomogeneous Markov arrays. As an application we obtain the precise asymptotics in the large deviation regime for bounded additive functionals of uniformly elliptic Markov chains. The proofs rely on new reduction theorems for Markov arrays. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2109_05560 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Local limit theorems for inhomogeneous Markov chains Dolgopyat, Dmitry Sarig, Omri Probability Dynamical Systems 60F05, 60J05 We prove the Local Limit Theorems for bounded additive functionals of uniformly elliptic inhomogeneous Markov arrays. As an application we obtain the precise asymptotics in the large deviation regime for bounded additive functionals of uniformly elliptic Markov chains. The proofs rely on new reduction theorems for Markov arrays. |
| title | Local limit theorems for inhomogeneous Markov chains |
| topic | Probability Dynamical Systems 60F05, 60J05 |
| url | https://arxiv.org/abs/2109.05560 |