Local Limit Theorems for Inhomogeneous Markov Chains (Lecture Notes in Mathematics, Band 2331) - Softcover

Dolgopyat, Dmitry; Sarig, Omri M.

Softcover

ISBN 10: 3031326008 ISBN 13: 9783031326004

Verlag: Springer, 2023

Inhaltsangabe

This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains.

The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.

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Über die Autorin bzw. den Autor

​Dmitry Dolgopyat is a Distiguished Professor at the University of Maryland, and a member of the advisory board of the Brin Mathematics Research Center. He obtained his doctorate from Princeton University, and has held positions at the University of California at Berkeley, and at the Pennsylvania State University. 

Omri Sarig is the Theodore R. and Edlyn Racoosin Professor of Mathematics at the Weizmann Institute of Science. He obtained his doctorate from Tel-Aviv University, and has held positions at the University of Warwick  and the Pennsylvania State University.  

​Dmitry Dolgopyat and Omri Sarig work at the intersection of ergodic theory, probability theory, and the theory of dynamical systems. They have an ongoing collaboration aimed at studying probabilistic limit theorems  for dynamical systems. 

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This book extends the local central limit theorem to inhomogeneous Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. It develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains.

The inclusion of numerous examples, a comprehensive review of the literature, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchersin probability and ergodic theory who are interested in asymptotic behaviors, random walks in random environments, random dynamical systems and non-stationary systems.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2023
• Sprache: Englisch
• ISBN 10: 3031326008
• ISBN 13: 9783031326004
• Einband: Taschenbuch
• Auflage: 1
• Anzahl der Seiten: 356
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland