Local limit theorem for time-inhomogeneous functions of Markov processes
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866912207766290432 |
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| author | Koralov, Leonid Yan, Shuo |
| author_facet | Koralov, Leonid Yan, Shuo |
| contents | In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear dynamical systems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_00880 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Local limit theorem for time-inhomogeneous functions of Markov processes Koralov, Leonid Yan, Shuo Probability 60F05, 60J25 In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear dynamical systems. |
| title | Local limit theorem for time-inhomogeneous functions of Markov processes |
| topic | Probability 60F05, 60J25 |
| url | https://arxiv.org/abs/2308.00880 |