|
An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes
G. M. Molyboga Ukraine, Kiev, 3, Tereschenkivska st
Аннотация:
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].
Ключевые слова:
Markov process, corrector, weak ergodicity.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp120 https://www.mathnet.ru/rus/thsp/v21/i1/p53
|
Статистика просмотров: |
Страница аннотации: | 118 | PDF полного текста: | 47 | Список литературы: | 24 |
|