Dynamics Seminar: Omri Sarig (Weizmann) Local limit theorems for inhomogeneous Markov chains

Abstract: An inhomogeneous Markov chain X_n is a Markov chain whose state spaces and transition kernels change in time. A “local limit theorem” is an asymptotic formula for probabilities of th form Prob[S_N-z_N\in (a,b)] , S_N=f_1(X_1,X_2)+....+f_N(X_N,X_{N+1}) in the limit N—>infinity. Here z_N is a “suitable” sequence of numbers. I will describe general sufficient conditions for such results. If time allows, I will explain why such results are needed for the study of certain problems related to irrational rotations. This is joint work with Dmitry Dolgopyat.

Date: 

2018-12-04 14:15 to 15:15