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A Poisson Limit Theorem for Reliability Models Based on Markov Chains

✍ Scribed by Ledoux, James


Book ID
126721302
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
203 KB
Volume
35
Category
Article
ISSN
0361-0926

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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