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Theory of Stochastic Processes, 2016, Volume 21(37), Issue 1, Pages 53–63 (Mi thsp120)  

An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes

G. M. Molyboga

Ukraine, Kiev, 3, Tereschenkivska st
References:
Abstract: An upper bound is obtained for the rate of convergence in central limit theorem for functionals of weakly ergodic Markov processes that has the rate $O\left(\frac{\ln^{3/2}(n)}{n^{1/4}}\right)$. The approach is based on the one proposed in [1, 2].
Keywords: Markov process, corrector, weak ergodicity.
Bibliographic databases:
Document Type: Article
MSC: 60F05; 60J05
Language: English
Citation: G. M. Molyboga, “An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes”, Theory Stoch. Process., 21(37):1 (2016), 53–63
Citation in format AMSBIB
\Bibitem{Mol16}
\by G.~M.~Molyboga
\paper An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes
\jour Theory Stoch. Process.
\yr 2016
\vol 21(37)
\issue 1
\pages 53--63
\mathnet{http://mi.mathnet.ru/thsp120}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3571412}
\zmath{https://zbmath.org/?q=an:1363.60018}
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