On the local limit theorem for non-uniformly ergodic Markov chains

DOI10.2307/3214920zbMATH Open0822.60062OpenAlexW4247411674MaRDI QIDQ4833718FDOQ4833718

Authors: Marc Séva 

Publication date: 23 May 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214920

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zbMATH Keywords

perturbation methodrandom walkslocal limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited In (11)

• A local limit theorem for random walk defined on a finite Markov chain with absorbing barriers
• On the local limit theorems for psi-mixing Markov chains
• Title not available (Why is that?)
• Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms)
• Probabilistic limit theorems via the operator perturbation method, under optimal moment assumptions
• Local Limit Theorems for Inhomogeneous Markov Chains
• Classical and almost sure local limit theorems
• Local theorem for Markov chains with quasicompact transition probability. Applications to \(V\)-geometrically ergodic chains and iterative models
• A local limit theorem for the minimum of a random walk with Markovian increments
• Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)
• The Nagaev-Guivarc'h method via the Keller-Liverani theorem

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