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Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions

Konakov, Valentin ; Mammen, Enno

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Abstract

We consider triangular arrays of Markov chains that converge weakly toa diffusion process. Local limit theorems for transition densitiesare proved.

Item Type: Working paper
Place of Publication: Heidelberg
Date Deposited: 01 Jun 2016 13:01
Date: 15 September 1998
Number of Pages: 37
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 510 Mathematics
Controlled Keywords: Markov-Kette
Uncontrolled Keywords: Markov chains, diffusion processes, transition densities
Schriftenreihe ID: Beiträge zur Statistik > Beiträge
Additional Information: abweichender Titel: Local limit theorems of Markov chains
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