Edgeworth expansions for integer valued additive functionals of uniformly elliptic Markov chains
Probability
2022-03-31 v1
Abstract
We obtain asymptotic expansions for probabilities of partial sums of uniformly bounded integer-valued functionals of uniformly elliptic inhomogeneous Markov chains. The expansions involve products of polynomials and trigonometric polynomials, and they hold without additional assumptions. As an application of the explicit formulas of the trigonometric polynomials, we show that for every , obeys the standard Edgeworth expansions of order in a conditionally stable way if and only if for every , and every the conditional distribution of given mod is close to uniform, uniformly in the choice of , where
Cite
@article{arxiv.2203.15907,
title = {Edgeworth expansions for integer valued additive functionals of uniformly elliptic Markov chains},
author = {Dmitry Dolgopyat and Yeor Hafouta},
journal= {arXiv preprint arXiv:2203.15907},
year = {2022}
}