Local limit theorems for inhomogeneous Markov chains
Probability
2025-07-31 v1 Dynamical Systems
Abstract
We prove the Local Limit Theorems for bounded additive functionals of uniformly elliptic inhomogeneous Markov arrays. As an application we obtain the precise asymptotics in the large deviation regime for bounded additive functionals of uniformly elliptic Markov chains. The proofs rely on new reduction theorems for Markov arrays.
Cite
@article{arxiv.2109.05560,
title = {Local limit theorems for inhomogeneous Markov chains},
author = {Dmitry Dolgopyat and Omri Sarig},
journal= {arXiv preprint arXiv:2109.05560},
year = {2025}
}
Comments
212 pages