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math.PR2025
Random walks on rank one symmetric spaces of noncompact type
Fedor Gnetov, Valentin Konakov
We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural random walk on a symmetric space of non-compact type and rank one. This cl…
math.PR2025
Asymptotic version of the parametrix method for Markov chains converging to diffusions
I. Bitter, V. Konakov
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process…
math.PR2015
Weak Error for Continuous Time Markov Chains Related to Fractional in Time P(I)DEs
M. Kelbert, V. Konakov, S. Menozzi
We provide sharp error bounds for the difference between the transition densities of some multidimensional Continuous Time Markov Chains (CTMC) and the fundamental solutions of som…