School of Mathematical Sciences

Local Limit Theorem for Nonstationary Markov chains menu

Local Limit Theorem for Nonstationary Markov chains

Speaker: 
Dmitry Dolgopyat (University of Maryland)
Date/Time: 
Wed, 13/12/2017 - 13:00
Room: 
W316, Queen's Building

Dobrushin and Sethuuraman-Varadhan have proved sharp Central Limit
Theorem for additive functionals of finite non-stationary Markov chains.
We discuss the Local Limit Theorem in the same setting and give some
extensions and applications. Joint work with Omri Sarig.