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arXiv · 2109.05560

Local limit theorems for inhomogeneous Markov chains

Dmitry Dolgopyat·Omri Sarig
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Abstract

We prove the Local Limit Theorems for bounded additive functionals of uniformly elliptic inhomogeneous Markov arrays. As an application we obtain the precise asymptotics in the large deviation regime for bounded additive functionals of uniformly elliptic Markov chains. The proofs rely on new reduction theorems for Markov arrays.

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Dmitry Dolgopyat, Omri Sarig. 2021-09-12. Local limit theorems for inhomogeneous Markov chains. https://arxiv.org/abs/2109.05560

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