On the rate of convergence in the central limit theorem for Markov-chains

DOI10.1007/BF00532600zbMath0315.60014OpenAlexW2001098354MaRDI QIDQ4076575

Lothar Rogge, Dieter Landers

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf00532600

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (10)

Chernoff and Berry–Esséen inequalities for Markov processes ⋮ Sharp orders of convergence in the random central limit theorem ⋮ Unnamed Item ⋮ The exact approximation order in the central-limit-theorem for random summation ⋮ Exact convergence rates in the central limit theorem for a class of martingales ⋮ On rates of convergence in a random central limit theorem and in the central limit theorem for Markov chains ⋮ Join-and-Cut algorithm for self-avoiding walks with variable length and free endpoints ⋮ The Berry-Esseen theorem for functionals of discrete Markov chains ⋮ On nonuniform Gaussian approximation for random summation ⋮ Convergence rates of sequential confidence intervals and tests for the mean of a u-statistic

Cites Work

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• Remark on the rate of convergence in the random central limit theorem for mixing sequences
• The exact approximation order in the central-limit-theorem for random summation
• Order of approximation in the central limit theorem for associated random variables and a moderate deviation result
• Mixing sequences of random variables and probablistic number theory

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