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＜電子ブック＞
Local Limit Theorems for Inhomogeneous Markov Chains / by Dmitry Dolgopyat, Omri M. Sarig
(Lecture Notes in Mathematics. ISSN:16179692 ; 2331)

版	1st ed. 2023.
出版者	Cham : Springer International Publishing : Imprint: Springer
出版年	2023
本文言語	英語
大きさ	XIII, 342 p. 1 illus. in color : online resource
著者標目	*Dolgopyat, Dmitry author Sarig, Omri M author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Stochastic processes LCSH:Dynamical systems FREE:Probability Theory FREE:Stochastic Processes FREE:Dynamical Systems
一般注記	This book extends the local central limit theorem to inhomogeneous Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. It develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of numerous examples, a comprehensive review of the literature, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchersin probability and ergodic theory who are interested in asymptotic behaviors, random walks in random environments, random dynamical systems and non-stationary systems HTTP:URL=https://doi.org/10.1007/978-3-031-32601-1

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