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A uniform estimate for the rate of convergence in the multidimensional central limit theorem for homogeneous Markov chains

Authors :
M. Gharib
Source :
International Journal of Mathematics and Mathematical Sciences, Vol 19, Iss 3, Pp 441-450 (1996)
Publication Year :
1996
Publisher :
Wiley, 1996.

Abstract

In this paper a uniform estimate is obtained for the remainder term in the central limit theorem (CLT) for a sequence of random vectors forming a homogeneous Markov chain with arbitrary set of states. The result makes it possible to estimate the rate of convergence in the CLT without assuming the finiteness of the absolute third moment of the transition probabilities. Some consequences are also proved.

Details

Language :
English
ISSN :
01611712 and 16870425
Volume :
19
Issue :
3
Database :
Directory of Open Access Journals
Journal :
International Journal of Mathematics and Mathematical Sciences
Publication Type :
Academic Journal
Accession number :
edsdoj.6ca58b4c613f4f10bbb86560f07247a0
Document Type :
article
Full Text :
https://doi.org/10.1155/S0161171296000634