The Berry–Esseen Bound for General Markov Chains
A rate of convergence in the CLT is studied for recurrent Markov chains. The Berry–Esseen type bound is obtained with explicit dependence on parameters of the chain. The method of the proof is purely analytical. It is based on the complex analysis of generating functions.
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| Veröffentlicht in: | Journal of mathematical sciences (New York, N.Y.) N.Y.), 2018-11, Vol.234 (6), p.829-846 |
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| container_end_page | 846 |
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| container_issue | 6 |
| container_start_page | 829 |
| container_title | Journal of mathematical sciences (New York, N.Y.) |
| container_volume | 234 |
| creator | Nagaev, S. V. |
| description | A rate of convergence in the CLT is studied for recurrent Markov chains. The Berry–Esseen type bound is obtained with explicit dependence on parameters of the chain. The method of the proof is purely analytical. It is based on the complex analysis of generating functions. |
| doi_str_mv | 10.1007/s10958-018-4050-3 |
| format | Article |
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| issn | 1072-3374 1573-8795 |
| language | eng |
| recordid | cdi_osti_scitechconnect_22773700 |
| source | SpringerLink Journals - AutoHoldings |
| subjects | Analysis CONVERGENCE Dependence FUNCTIONS Markov analysis Markov chains MARKOV PROCESS Markov processes Mathematical analysis MATHEMATICAL METHODS AND COMPUTING Mathematics Mathematics and Statistics |
| title | The Berry–Esseen Bound for General Markov Chains |
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