A local limit theorem for hidden Markov chains
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چکیده
A local limit theorem is proved for partial sums of a hidden Markov chain, assuming global asymptotic normality for a related sum, a fairly weak mixing condition, and a non-lattice condition. The proof proceeds by a study of the conditional characteristic functions, the analysis of which relies heavily on a theorem from Breiman (1968). The paper concludes with a Cesaro type limit theorem for the joint distributions of the Markov chain and the partial sums.
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