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arXiv · 2006.13361

On the local limit theorems for psi-mixing Markov chains

Florence Merlevède·Magda Peligrad·Costel Peligrad
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Abstract

In this paper we investigate the local limit theorem for additive functionals of a nonstationary Markov chain with finite or infinite second moment. The moment conditions are imposed on the individual summands and the weak dependence structure is expressed in terms of some uniformly mixing coefficients.

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Florence Merlevède, Magda Peligrad, Costel Peligrad. 2020-06-23. On the local limit theorems for psi-mixing Markov chains. https://arxiv.org/abs/2006.13361

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