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An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes
G. M. Molyboga Ukraine, Kiev, 3, Tereschenkivska st
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.
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
Linking options:
https://www.mathnet.ru/eng/thsp120 https://www.mathnet.ru/eng/thsp/v21/i1/p53
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