The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains

DOI10.1007/BF00535716zbMath0476.60022OpenAlexW1971376661MaRDI QIDQ3933699

Erwin Bolthausen

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535716

zbMATH Keywords

convergence ratesstrongly mixingstationary Harris recurrent Markov chain

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (40)

Central limit theorems for iterated random Lipschitz mappings. ⋮ Limit theorems for recurrent semi-Markov processes and Markov renewal processes ⋮ Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ A Self-Normalized Central Limit Theorem for Markov Random Walks ⋮ Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ Regeneration-based bootstrap for Markov chains ⋮ Regenerative block-bootstrap for Markov chains ⋮ Second-order properties of regeneration-based bootstrap for atomic Markov chains ⋮ Quadratic transportation cost in the conditional central limit theorem for dependent sequences ⋮ Berry-Esseen estimates for regenerative processes under weak moment assumptions ⋮ Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains ⋮ A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains ⋮ A Berry-Esseen bound with (almost) sharp dependence conditions ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\) ⋮ Edgeworth expansion for ergodic diffusions ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3313020 Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants] ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains ⋮ Bootstrapping the autocorrelation coefficient of finite Markov chains ⋮ A regularity condition and a limit theorem for Harris ergodic Markov chains ⋮ Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ Asymptotic expansions in the central limit theorem for compound and Markov processes ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem ⋮ Berry-Esseen theorems under weak dependence ⋮ Nonparametric estimation in a nonlinear cointegration type model ⋮ Bounds on regeneration times and limit theorems for subgeometric Markov chains ⋮ Rate of convergence in the central limit theorem for strongly ergodic Markov chains ⋮ On mean central limit theorems for stationary sequences ⋮ The Berry-Esseen bound for general Markov chains ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Regenerative block empirical likelihood for Markov chains ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ On the rates in the central limit theorem for weakly dependent random fields ⋮ About the Lindeberg method for strongly mixing sequences ⋮ Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations ⋮ Convergence of moments in a Markov-chain central limit theorem ⋮ Law of large numbers and central limit theorem for randomly forced PDE's

Cites Work

• On the central limit theorem for stationary mixing random fields
• On the Central Limit Theorem for Markov Chains
• The Berry-Esseen theorem for functionals of discrete Markov chains
• A splitting technique for Harris recurrent Markov chains
• Occupation measures for Markov chains
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains