Some Estimates for the Rate of Convergence in the Multidimensional Central Limit Theorem for Homogeneous Markov Chains

DOI10.1111/1467-842X.00010zbMATH Open0927.60030OpenAlexW2015619626MaRDI QIDQ4247987FDOQ4247987

Authors:

Publication date: 1998

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00010

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zbMATH Keywords

rate of convergencehomogeneous Markov chainmultidimensional central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Cited In (14)

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• On the multidimensional limit theorem for endomorphisms of the Euclidean space
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• An analytic approach to the Markov chains recursive in the sense of Harris, and the Berry-Esseen estimate
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• A uniform estimate for the rate of convergence in the multidimensional central limit theorem for homogeneous Markov chains
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• OnL²-Convergence in a Class of Homogeneous Multitype Markov Chains
• Central limit theorem and moderate deviation for nonhomogenenous Markov chains
• Convergence of moments in a Markov-chain central limit theorem
• A uniform estimate for the rate of convergence in the central limit theorem for homogeneous Markov chains
• Paley-type inequalities related to the central limit theorem for Markov chains
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• Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard

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