Local limit theorems for transition densities of Markov chains converging to diffusions
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved.
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
14 June 2000
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| In: |
Probability theory and related fields
Year: 2000, Volume: 117, Issue: 4, Pages: 551-587 |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/PL00008735 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1007/PL00008735 Verlag, Volltext: https://link.springer.com/article/10.1007/PL00008735 Verlag, Volltext: https://link.springer.com/content/pdf/10.1007%2FPL00008735.pdf 
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| Author Notes: | Valentin Konakov, Enno Mammen |
| Summary: | We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. |
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| Item Description: | Gesehen am 13.02.2018 |
| Physical Description: | Online Resource |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/PL00008735 |