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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Bibliographic Details
Main Authors:	Konakov, Valentin (Author) , Mammen, Enno (Author)
Format:	Article (Journal)
Language:	English
Published:	14 June 2000
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
Author Notes:	Valentin Konakov, Enno Mammen

Local limit theorems for transition densities of Markov Chains converging to diffusions by Konakov, Valentin (Author) , Mammen, Enno (Author) ,

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