Local limit theorem for time-inhomogeneous functions of Markov processes

Leonid Koralov and Shuo Yan

Stochastic Processes and their Applications, 2025, vol. 182, issue C

Abstract: In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear dynamical systems.

Keywords: Local limit theorem; Ergodic Markov process; Quasi-compactness (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104567

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