Back to Search
Start Over
A uniform estimate for the rate of convergence in the multidimensional central limit theorem for homogeneous Markov chains
- 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