Berry-Esseen estimates for regenerative processes under weak moment assumptions

DOI10.1016/J.SPA.2018.05.001MaRDI QIDQ2419976zbMATH OpenOpenAlexWikidataFDO

Authors Xiaoqin Guo, Jonathon Peterson

Publication date 4 June 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.07162

zbMATH Keywords

CLT rates of convergencerandom walks in random environmentsregeneration times

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37)

Abstract: We prove Berry-Esseen type rates of convergence for central limit theorems (CLTs) of regenerative processes which generalize previous results of Bolthausen under weaker moment assumptions. We then show how this general result can be applied to obtain rates of convergence for (1) CLTs for additive functionals of positive recurrent Markov chains under certain conditions on the strong mixing coefficients, and (2) annealed CLTs for certain ballistic random walks in random environments.

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Cited in

(6)

• A Berry-Esseen type estimate for a weakly associated vector random field
• Quantitative homogenization in a balanced random environment
• Berry-Esseen type estimate and return sequence for parabolic iteration in the upper half-plane
• Stein's method for conditional central limit theorem
• Gaussian, stable, tempered stable and mixed limit laws for random walks in cooling random environments
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