A local limit theorem for sums of dependent random variables (Q909334)

The authors show that techniques developed by \textit{D. D. Boos} [Ann. Stat. 13, 423-427 (1985; Zbl 0567.62012)], \textit{C. A. J. Klaassen} [ibid. 12, 311-321 (1984; Zbl 0548.62022)] and \textit{T. J. Sweeting} [ibid. 14, 1252-1256 (1986; Zbl 0605.62010)] can be used to establish local versions of the central limit theorem for normalized sums of dependent random variables, when a global theorem is known and conditional distributions are sufficiently smooth. The case of a strictly stationary multiple Markov chain is given special attention.