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A ratio limit theorem for the finite nonhomogeneous Markov chains

โœ Scribed by Harry Cohn

Book ID
112884495
Publisher
The Hebrew University Magnes Press
Year
1974
Tongue
English
Weight
220 KB
Volume
19
Category
Article
ISSN
0021-2172

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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