An almost sure local limit theorem for Markov chains
β Scribed by Rita Giuliano-Antonini; Zbigniew S. Szewczak
- Book ID
- 119373109
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 238 KB
- Volume
- 83
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
We prove an almost sure central limit theorem for some multidimensional stochastic algorithms used for the search of zeros of a function and known to satisfy a central limit theorem. The almost sure version of the central limit theorem requires either a logarithmic empirical mean (in the same way as