{ "id": "2006.13361", "version": "v1", "published": "2020-06-23T22:15:39.000Z", "updated": "2020-06-23T22:15:39.000Z", "title": "On the local limit theorems for psi-mixing Markov chains", "authors": [ "Florence Merlevède", "Magda Peligrad", "Costel Peligrad" ], "comment": "21 pages", "categories": [ "math.PR" ], "abstract": "In this paper we investigate the local limit theorem for additive functionals of a nonstationary Markov chain with finite or infinite second moment. The moment conditions are imposed on the individual summands and the weak dependence structure is expressed in terms of some uniformly mixing coefficients.", "revisions": [ { "version": "v1", "updated": "2020-06-23T22:15:39.000Z" } ], "analyses": { "subjects": [ "60F05", "60J05" ], "keywords": [ "local limit theorem", "psi-mixing markov chains", "nonstationary markov chain", "weak dependence structure", "infinite second moment" ], "note": { "typesetting": "TeX", "pages": 21, "language": "en", "license": "arXiv", "status": "editable" } } }