An application of the Bernoulli part to local limit theorems for moving averages on stationary sequences |
| |
Authors: | Andr Robert Dabrowski,David Mcdonald |
| |
Affiliation: | André Robert Dabrowski,David Mcdonald |
| |
Abstract: | We consider partial sums Sn of a general class of stationary sequences of integer-valued random variables, and we provide sufficient conditions for Sn to satisfy a local limit theorem. To prove this result, we introduce a concept called the Bernoulli part. The amount of Bernoulli part in Sn determines the extent to which the density of Sn is relatively flat. If in addition Sn satisfies a global central limit theorem, the local limit theorem follows. |
| |
Keywords: | Couplings Bernoulli part local limit theorem. AMS 1991 subject classifications: Primary 60F99 secondary 60K05. |
|