Konakov, Valentin ; Mammen, Enno
Preview |
PDF, English
Download (294kB) | Terms of use |
Citation of documents: Please do not cite the URL that is displayed in your browser location input, instead use the DOI, URN or the persistent URL below, as we can guarantee their long-time accessibility.
Abstract
We consider triangular arrays of Markov chains that converge weakly toa diffusion process. Local limit theorems for transition densitiesare proved.
| Document 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 > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Controlled Keywords: | Markov-Kette |
| Uncontrolled Keywords: | Markov chains, diffusion processes, transition densities |
| Series: | Beiträge zur Statistik > Beiträge |
| Additional Information: | abweichender Titel: Local limit theorems of Markov chains |
