Asymptotic expansions in the central limit theorem for compound and Markov processes

DOI10.1007/BF00532740zbMath0548.60024OpenAlexW2019857230MaRDI QIDQ3339851

Christian Hipp

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532740

zbMATH Keywords

Edgeworth-expansionslocal asymptotic expansionsstrongly mixing Markov chain

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (5)

Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Partial mixing and Edgeworth expansion ⋮ COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES ⋮ Berry-Esseen estimates for regenerative processes under weak moment assumptions ⋮ Balanced importance resampling for Markov chains

Cites Work

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• Some approximation methods for the distribution of random sums
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• [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
• Asymptotic expansions for sums of weakly dependent random vectors
• On rates of convergence in a random central limit theorem and in the central limit theorem for Markov chains
• Estimation for the bivariate Poisson distribution

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