Local Limit Theorems for Inhomogeneous Markov Chains is popular PDF and ePub book, written by Dmitry Dolgopyat in 2023-07-31, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Local Limit Theorems for Inhomogeneous Markov Chains can be Read Online from any device for your convenience.
Local Limit Theorems for Inhomogeneous Markov Chains Book PDF Summary
This book extends the local central limit theorem to 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. The book 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 appendices with background material, numerous examples, 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 researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
Detail Book of Local Limit Theorems for Inhomogeneous Markov Chains PDF
- Author : Dmitry Dolgopyat
- Release : 31 July 2023
- Publisher : Springer Nature
- ISBN : 9783031326011
- Genre : Mathematics
- Total Page : 348 pages
- Language : English
- PDF File Size : 19,8 Mb
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