Central limit asymptotics for shifts of finite type (Q914241)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Central limit asymptotics for shifts of finite type |
scientific article |
Statements
Central limit asymptotics for shifts of finite type (English)
0 references
1990
0 references
The authors prove the Berry-Esséen bound in the central limit theorem for Hölder-continuous functions on a shift of finite type endowed with a Gibbs measure [cf. \textit{Y. Guivarc'h} and \textit{J. Hardy}, Ann. Inst. Henri Poincaré, Probab. Stat. 24, 73-98 (1988; Zbl 0649.60041)]. Moreover, if f has a non lattice distribution the asymptotic expansion up to order o(1/\(\sqrt{n})\) is determined, and under certain moment conditions higher order approximations are derived. The method of proof is based on the theory of Perron-Frobenius operators [cf. \textit{J. Rousseau-Egele}, Ann. Probab. 11, 772-788 (1983; Zbl 0518.60033)].
0 references
Berry-Esséen bound
0 references
central limit theorem
0 references
Perron-Frobenius operators
0 references
0 references
0 references