Article contents
On the local limit theorem for non-uniformly ergodic Markov chains
Published online by Cambridge University Press: 14 July 2016
Abstract
Using an approach similar to that of Guivarc'h and Hardy (1988), we show that the local limit theorem holds for a Markov chain on a countable state space, with non-uniform ergodicity, when the recurrence is fast enough. We present a detailed study of a typical example, the reflected random walk on the positive half-line with negative mean and finite exponential moment. The results can be extended to some random walks on ℕ.
MSC classification
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1995
References
- 1
- Cited by