arXiv:2109.05560 Abstract | arXiv Analytics

arXiv:2109.05560 [math.PR]Abstract References Reviews Resources

Local limit theorems for inhomogeneous Markov chains

Published 2021-09-12Version 1

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.

Comments: 212 pages

Categories: math.PR, math.DS

Subjects: 60F05, 60J05

Keywords: local limit theorems, inhomogeneous markov chains, bounded additive functionals, large deviation regime, uniformly elliptic inhomogeneous markov arrays

Related articles: Most relevant | Search more

arXiv:math/0604397 [math.PR] (Published 2006-04-18, updated 2008-06-13)

Local limit theorems for finite and infinite urn models

Hsien-Kuei Hwang, Svante Janson

arXiv:1601.06266 [math.PR] (Published 2016-01-23)

Ergodicity of inhomogeneous Markov chains through asymptotic pseudotrajectories

Michel Benaïm, Florian Bouguet, Bertrand Cloez

arXiv:2304.10673 [math.PR] (Published 2023-04-20)