English

Edgeworth expansions for integer valued additive functionals of uniformly elliptic Markov chains

Probability 2022-03-31 v1

Abstract

We obtain asymptotic expansions for probabilities P(SN=k)\mathbb{P}(S_N=k) of partial sums of uniformly bounded integer-valued functionals SN=n=1Nfn(Xn)S_N=\sum_{n=1}^N f_n(X_n) 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 r1r\geq1\,, SNS_N obeys the standard Edgeworth expansions of order rr in a conditionally stable way if and only if for every mm, and every \ell the conditional distribution of SNS_N given Xj1,...,XjX_{j_1},...,X_{j_\ell} mod mm is o(σN1r)o_\ell(\sigma_N^{1-r}) close to uniform, uniformly in the choice of j1,...,jj_1,...,j_\ell, where σN=Var(SN).\sigma_N=\sqrt{\text{Var}(S_N)}.

Keywords

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}
}
R2 v1 2026-06-24T10:30:58.023Z