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Latest revision as of 07:16, 13 July 2024

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A nonconventional local limit theorem
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    A nonconventional local limit theorem (English)
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    10 January 2017
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    Let \({\xi _0},{\xi _1},{\xi _2}\dots\) be a stationary Markov chain evolving on a Polish space. Let also \(\mu \) be its stationary distribution and let \(F\) be a function such that \(\int {F({x_1},\dots,{x_l})d\mu ({x_1})\dots d\mu ({x_l})} = 0\) and \(\int {{F^2}({x_1},\dots,{x_l})d\mu ({x_1})\dots d\mu ({x_l})}< \infty \). The paper establishes a local limit theorem for nonconventional sums of the form \({S_N} = \sum\nolimits_{n = 1}^N {F({\xi _n},{\xi _{2n}},\dots,{\xi _{mn}})} \).
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    local limit theorem
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    stationary Markov chain
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    mixing
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