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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Local Limit Theorems for Inhomogeneous Markov Chains

Local Limit Theorems for Inhomogeneous Markov Chains

Dolgopyat, Dmitry
Sarig, Omri M.

Paperback

Series: Lecture Notes in Mathematics, Book 2331

Technology & EngineeringGeneral MathematicsProbability & Statistics

ISBN10: 3031326008
ISBN13: 9783031326004
Publisher: Springer
Published: Aug 1 2023
Pages: 342
Weight: 1.10
Height: 0.74 Width: 6.14 Depth: 9.21
Language: English
This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains.

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