{
  "id": "math/0602429",
  "version": "v1",
  "published": "2006-02-20T15:03:01.000Z",
  "updated": "2006-02-20T15:03:01.000Z",
  "title": "Small time asymptotics in local limit theorems for Markov chains converging to diffusions",
  "authors": [
    "Valentin Konakov"
  ],
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh between two neighboring observation points.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2006-02-20T15:03:01.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "62G07",
      "60G60"
    ],
    "keywords": [
      "local limit theorems",
      "small time asymptotics",
      "markov chains converging",
      "triangular arrays",
      "diffusion process"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2006math......2429K"
    }
  }
}