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On the local limit theorem for non-uniformly ergodic Markov chains

Published online by Cambridge University Press:  14 July 2016

Marc Séva*
Affiliation:
Université de Bretagne Occidentale
*
Postal address: Département de Mathématiques, Université de Bretagne Occidentale, 6 Avenue Victor Le Gorgeu BP 452, 29275 Brest Cedex, France.

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.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1995 

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