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Local limit theorem for time-inhomogeneous functions of Markov processes

Published 1 Aug 2023 in math.PR | (2308.00880v3)

Abstract: In this paper, we consider a continuous-time Markov process and prove a local limit theorem for the integral of a time-inhomogeneous function of the process. One application is in the study of the fast-oscillating perturbations of linear dynamical systems.

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Authors (2)

  1. Leonid Koralov 
  2. Shuo Yan 

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