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arXiv · 1412.3980

Approximate Local Limit Theorems with Effective Rate and Application to Random Walks in Random Scenery

Rita Giuliano·Michel Weber
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Abstract

We show that the Bernoulli part extraction method can be used to obtain approximate forms of the local limit theorem for sums of independent lattice valued random variables, with effective error term, that is with explicit parameters and universal constants. We also show that our estimates allow to recover Gnedenko and Gamkrelidze local limit theorems. We further establish by this method a local limit theorem with effective remainder for random walks in random scenery.

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Rita Giuliano, Michel Weber. 2014-12-12. Approximate Local Limit Theorems with Effective Rate and Application to Random Walks in Random Scenery. https://arxiv.org/abs/1412.3980

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