电邮这篇文章 The Berry–Esseen Bound for General Markov Chains
- 作者: Nagaev S.V.1
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隶属关系:
- Sobolev Institute of Mathematics, Siberian Branch of RAS
- 期: 卷 234, 编号 6 (2018)
- 页面: 829-846
- 栏目: 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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详细
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.
作者简介
S. Nagaev
Sobolev Institute of Mathematics, Siberian Branch of RAS
编辑信件的主要联系方式.
Email: nagaev@math.nsc.ru
俄罗斯联邦, Novosibirsk
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