Asymptotic expansions in the central limit theorem for compound and Markov processes

DOI10.1007/BF00532740zbMath0548.60024MaRDI QIDQ3339851

Christian Hipp

Publication date: 1985

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

zbMATH Keywords

Edgeworth-expansions; local asymptotic expansions; strongly mixing Markov chain

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Related Items

Uniform Markov renewal theory and ruin probabilities in Markov random walks., Partial mixing and Edgeworth expansion, Balanced importance resampling for Markov chains

Cites Work

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