Email this article The Berry–Esseen Bound for General Markov Chains
- Authors: Nagaev S.V.1
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Affiliations:
- Sobolev Institute of Mathematics, Siberian Branch of RAS
- Issue: Vol 234, No 6 (2018)
- Pages: 829-846
- Section: Article
- URL: https://bakhtiniada.ru/1072-3374/article/view/242019
- DOI: https://doi.org/10.1007/s10958-018-4050-3
- ID: 242019
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Abstract
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.
About the authors
S. V. Nagaev
Sobolev Institute of Mathematics, Siberian Branch of RAS
Author for correspondence.
Email: nagaev@math.nsc.ru
Russian Federation, Novosibirsk
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