Local limit theorems for transition densities of Markov chains converging to diffusions

被引：0
|
作者：
Valentin Konakov
Enno Mammen
机构：
[1] Central Economics Mathematical Institute,
[2] Academy of Sciences Nahimovskii av. 47,undefined
[3] 117418 Moscow,undefined
[4] Russia,undefined
[5] Institut für Angewandte Mathematik,undefined
[6] Ruprecht-Karls-Universität Heidelberg Im Neuenheimer Feld 294,undefined
[7] 69120 Heidelberg,undefined
[8] Germany. e-mail: mammen@statlab.uni-heidelberg.de,undefined
来源：
Probability Theory and Related Fields | 2000年 / 117卷
关键词：
Key words and phrases: Markov chains – Diffusion processes – Transition densities; Mathematics Subject Classification (1991): Primary 62G07; Secondary 60G60;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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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页码：551 / 587
页数：36
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