Article ID Journal Published Year Pages File Type
9521319 Annales de l'Institut Henri Poincare (B) Probability and Statistics 2005 18 Pages PDF
Abstract
Let Q be a transition probability on a measurable space E, let (Xn)n be a Markov chain associated to Q, and let ξ be a real-valued measurable function on E such that (ξ(Xn))n⩾0 satisfies a central limit theorem. Under functional hypotheses on the action of Q and its Fourier kernels Q(t), we establish a local limit theorem. We use the spectral method of Nagaev improved by a perturbation theorem of Keller and Liverani. The conditions required here on Q(t) are weaker than the ones usually imposed when the standard perturbation theorem is used in the spectral method. We give some applications to V-geometric ergodic chains and to Lipschitz iterative models.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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