Local limit theorem for time-inhomogeneous functions of Markov processes

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.

References in corpus (2)

• Limit theorems for stationary Markov processes with L2-spectral gap
• Fast-oscillating random perturbations of Hamiltonian systems