On the local limit theorem for non-uniformly ergodic Markov chains
Keyword(s):
Using an approach similar to that of Guivarc'h and Hardy (1988), we show that the local limit theorem holds for a Markov chain on a countable state space, with non-uniform ergodicity, when the recurrence is fast enough. We present a detailed study of a typical example, the reflected random walk on the positive half-line with negative mean and finite exponential moment. The results can be extended to some random walks on ℕ.
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Keyword(s):
2006 ◽
Vol 50
(3)
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pp. 400-419
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Keyword(s):
1979 ◽
Vol 23
(3)
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pp. 521-528
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