下psi混合马尔可夫链的局部极限定理

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2021-10-19 DOI:10.30757/alea.v19-45

F. Merlevède, M. Peligrad, C. Peligrad

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引用次数: 1

摘要

．本文研究了分布收敛的非平稳马尔可夫链的加性泛函的局部极限定理。我们同时考虑点阵和非点阵情况。这些结果在平稳情况下也是新的，并导致了与收敛到稳定分布有关的局部极限定理。这些条件被施加到单个求和上，并以较低的psi混合系数表示。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the local limit theorems for lower psi-mixing Markov chains

. In this paper we investigate the local limit theorem for additive functionals of nonstationary Markov chains that converge in distribution. We consider both the lattice and the non-lattice cases. The results are also new in the stationary setting and lead to local limit theorems linked to convergence to stable distributions. The conditions are imposed to individual summands and are expressed in terms of lower psi-mixing coeﬃcients.

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来源期刊

Alea-Latin American Journal of Probability and Mathematical Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.