The local limit theorem for complex valued sequences: the parabolic case
Numerical Analysis
2024-11-14 v2 Numerical Analysis
Abstract
We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in probability theory for random walks as well as in numerical analysis for studying the large time behavior of numerical schemes.
Cite
@article{arxiv.2408.12876,
title = {The local limit theorem for complex valued sequences: the parabolic case},
author = {Jean-François Coulombel and Grégory Faye},
journal= {arXiv preprint arXiv:2408.12876},
year = {2024}
}
Comments
Comptes Rendus. Math\'ematique, In press