On the local limit theorems for linear sequences of lower psi-mixing Markov chains

Magda Peligrad, Hailin Sang and Na Zhang

Statistics & Probability Letters, 2024, vol. 210, issue C

Abstract: In this paper we investigate the local limit theorem for partial sums of linear sequences of the form Xj=∑i∈Zaiξj−i. Here (ai)i∈Z is a sequence of constants satisfying ∑i∈Zai2<∞ and (ξi)i∈Z are functions of a stationary Markov chain with mean zero and finite second moment. The Markov chain is assumed to satisfy one-sided lower psi-mixing condition.

Keywords: Local limit theorem; Markov chains; Psi-mixing (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110108

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