Edgeworth expansions for weakly dependent random variables (Q2041805)
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English | Edgeworth expansions for weakly dependent random variables |
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Edgeworth expansions for weakly dependent random variables (English)
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23 July 2021
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The aim of the present paper is to study sufficient conditions that guarantee the existence of asymptotic expansions for the central limit theorem such as the Edgeworth expansions for weakly dependent random variables. By introducing a widely applicable theory for both classical and weak forms of Edgeworth expansions and by using primarily spectral techniques, the authors manage to generalize known results including observations arising in the study of chaotic dynamical systems like piecewise expanding maps of an interval, Markov chains with finitely many states and strongly ergodic Markov processes. They obtain refinements of the local central limit theorem and consider applications of the Edgeworth expansions.
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Edgeworth expansions
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expanding maps
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Markov chains
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weak dependence
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