arXiv:2308.00880 Abstract | arXiv Analytics

arXiv:2308.00880 [math.PR]Abstract References Reviews Resources

Local limit theorem for time-inhomogeneous functions of Markov processes

Published 2023-08-01Version 1

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.

Categories: math.PR

Subjects: 60F05, 60J25

Keywords: local limit theorem, time-inhomogeneous function, continuous-time markov process, fast oscillating perturbations, linear dynamical systems

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