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Local limit theorems for inhomogeneous Markov chains

Published 12 Sep 2021 in math.PR and math.DS | (2109.05560v1)

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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