Local limit theorems for inhomogeneous Markov chains

D Dolgopyat, O Sarig - arXiv preprint arXiv:2109.05560, 2020 - Springer
Local Limit Theorems for Inhomogeneous Markov Chains Page 1 Lecture Notes in Mathematics
2331 Dmitry Dolgopyat Omri M. Sarig Local Limit Theorems for Inhomogeneous Markov Chains …

Turning a coin over instead of tossing it

J Engländer, S Volkov - Journal of Theoretical Probability, 2018 - Springer
Given a sequence of numbers (p_n) _ n ≥ 2 (pn) n≥ 2 in 0, 1, consider the following
experiment. First, we flip a fair coin and then, at step n, we turn the coin over to the other side …

Fluctuations of the empirical measure of freezing Markov chains

F Bouguet, B Cloez - 2018 - projecteuclid.org
In this work, we consider a finite-state inhomogeneous-time Markov chain whose
probabilities of transition from one state to another tend to decrease over time. This can be …

[图书][B] Local Limit Theorems for Inhomogeneous Markov Chains

D Dolgopyat, OM Sarig - 2023 - books.google.com
This book extends the local central limit theorem to Markov chains whose state spaces and
transition probabilities are allowed to change in time. Such chains are used to model …

Variance Growth, Center-Tightness, and the Central Limit Theorem

D Dolgopyat, OM Sarig - Local Limit Theorems for Inhomogeneous Markov …, 2023 - Springer
We analyze the variance of S N = f 1 ( X 1 , X 2 ) + ⋯ + f N ( X N , X N + 1 ) \documentclass[12pt]{minimal}
\usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} …

Local Limit Theorems for Moderate Deviations and Large Deviations

D Dolgopyat, OM Sarig - Local Limit Theorems for Inhomogeneous Markov …, 2023 - Springer
Local Limit Theorems for Moderate Deviations and Large Deviations | SpringerLink Skip to
main content Advertisement SpringerLink Account Menu Find a journal Publish with us Track …

Markov Arrays, Additive Functionals, and Uniform Ellipticity

D Dolgopyat, OM Sarig - Local Limit Theorems for Inhomogeneous Markov …, 2023 - Springer
Markov Arrays, Additive Functionals, and Uniform Ellipticity | SpringerLink Skip to main content
Advertisement SpringerLink Account Menu Find a journal Publish with us Track your research …

Local Limit Theorems for Markov Chains in Random Environments

D Dolgopyat, OM Sarig - Local Limit Theorems for Inhomogeneous Markov …, 2023 - Springer
Local Limit Theorems for Markov Chains in Random Environments | SpringerLink Skip to
main content Advertisement SpringerLink Account Menu Find a journal Publish with us …

The Local Limit Theorem in the Reducible Case

D Dolgopyat, OM Sarig - Local Limit Theorems for Inhomogeneous Markov …, 2023 - Springer
We prove the local limit theorem for ℙ (SN− z N∈(a, b)) when z N− 𝔼 (SN) Var (SN)
converges to a finite limit and f is reducible. In the reducible case, the asymptotic behavior of …

Important Examples and Special Cases

D Dolgopyat, OM Sarig - Local Limit Theorems for Inhomogeneous Markov …, 2023 - Springer
Important Examples and Special Cases | SpringerLink Skip to main content Advertisement
SpringerLink Account Menu Find a journal Publish with us Track your research Search Cart …