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On the Local Limit Theorem for Non-Uniformly Ergodic Markov Chains

✍ Scribed by Marc Séva


Book ID
119964493
Publisher
Applied Probability Trust
Year
1995
Tongue
English
Weight
873 KB
Volume
32
Category
Article
ISSN
0021-9002

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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