混合马尔可夫链的局部极限定理

F. Merlevède, M. Peligrad, C. Peligrad
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引用次数: 7

摘要

本文研究了具有有限或无限二阶矩的非平稳马尔可夫链的加性泛函的局部极限定理。将矩条件加到单个和上,并用一些均匀混合系数表示弱相关结构。
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On the local limit theorems for psi-mixing Markov chains
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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