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A Limit Theorem for Homogeneous Markov Chains

✍ Scribed by Skorokhod, A. V.


Book ID
118222229
Publisher
Society for Industrial and Applied Mathematics
Year
1963
Tongue
English
Weight
629 KB
Volume
8
Category
Article
ISSN
0040-585X

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A local limit theorem for hidden Markov
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A local limit theorem is proved for partial sums of a hidden Markov chain, assuming global asymptotic normality for a related sum, a fairly weak mixing condition, and a non-lattice condition. The proof proceeds by a study of the conditional characteristic functions, the analysis of which relies heav