Dmitry Dolgopyat (University of Maryland): Local Limit Theorem for Nonstationary Markov Chains

Abstract:
Dobrushin and Sethuuraman-Varadhan have proved a sharp Central Limit Theorem for additive functionals of finite non-stationary Markov chains. We discuss the Local Limit Theorem in the same setting and give some extensions and applications. Joint work with Omri Sarig.