Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Small time Edgeworth-type expansions for weakly convergent
  nonhomogeneous Markov chains   We consider triangular arrays of Markov chains that converge weakly to a
diffusion process. Second order Edgeworth type expansions for transition
densities are proved. The paper differs from recent results in two respects. We
allow nonhomogeneous diffusion limits and we treat transition densities with
time lag converging to zero. Small time asymptotics are motivated by
statistical applications and by resulting approximations for the joint density
of diffusion values at an increasing grid of points.

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The categories of this paper are: astro-ph
12
The categories of this paper are: nucl-th
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The categories of this paper are: q-fin
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
28
The categories of this paper are: alg-geom
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The categories of this paper are: hep-th
37
The categories of this paper are: supr-con
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The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
35
The categories of this paper are: mtrl-th
14
The categories of this paper are: math-ph
31
The categories of this paper are: ao-sci
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs