The Berry-Esseen theorem for functionals of discrete Markov chains

DOI10.1007/BF00535354zbMath0431.60019MaRDI QIDQ3868519

Erwin Bolthausen

Publication date: 1980

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

zbMATH Keywords

central limit theorem; Berry-Esseen theorem for functionals of discrete Markov chains

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

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

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Regeneration-based bootstrap for Markov chains, Chernoff and Berry–Esséen inequalities for Markov processes, On mean central limit theorems for stationary sequences, Renewal type bootstrap for Markov chains, Edgeworth expansion for ergodic diffusions, Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains, Nonparametric estimation in a nonlinear cointegration type model, Approximate regenerative-block bootstrap for Markov chains, Limit theorems for recurrent semi-Markov processes and Markov renewal processes, Decay of correlations under Dobrushin's uniqueness condition and its applications, Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains, About the Berry-Esseen theorem for weakly dependent sequences, Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\), Exact convergence rates in the central limit theorem for a class of martingales, A regularity condition and a limit theorem for Harris ergodic Markov chains, About the Lindeberg method for strongly mixing sequences, Regeneration-based statistics for Harris recurrent Markov chains, [https://portal.mardi4nfdi.de/wiki/Software:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains], Asymptotic expansions for sums of weakly dependent random vectors

Cites Work

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• On the rate of convergence in the central limit theorem for Markov-chains
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• On rates of convergence in a random central limit theorem and in the central limit theorem for Markov chains
• Uniform rates of convergence for Markov chain transition probabilities
• Occupation measures for Markov chains