A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains
From MaRDI portal
Publication:6041771
DOI10.1007/s00440-022-01177-2zbMath1514.60080arXiv2111.03738OpenAlexW3213440404MaRDI QIDQ6041771
Yeor Hafouta, Dmitry Dolgopyat
Publication date: 12 May 2023
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.03738
Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moderate deviations via cumulants
- Temporal distributional limit theorems for dynamical systems
- An improvement of convergence rate estimates in the Lyapunov theorem
- Edgeworth expansion for Student's t statistic under minimal moment conditions
- Berry-Esseen theorems under weak dependence
- A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Central limit asymptotics for shifts of finite type
- Cones and gauges in complex spaces: spectral gaps and complex Perron-Frobenius theory
- Un théorème de la limite locale pour une classe de transformations dilatantes et monotones par morceaux
- Asymptotic expansions based on smooth functions in the central limit theorem
- Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms)
- On decay of correlations in Anosov flows
- An Edgeworth expansion for U-statistics
- Convergence rates for U-statistics and related statistics
- The Berry-Esseen theorem for U-statistics
- An Edgeworth expansion for symmetric statistics
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method
- A class of functions continuous but not absolutely continuous
- An explicit Berry-Esséen bound for uniformly expanding maps on the interval
- Diophantine approximations and local limit theorem in \(\mathbb R^d\)
- The Edgeworth expansion for U-statistics of degree two
- Normal approximation under local dependence.
- Decay of correlations
- About the Berry-Esseen theorem for weakly dependent sequences
- Edgeworth expansions for weakly dependent random variables
- Expansions in the local and the central limit theorems for dynamical systems
- Edgeworth expansions for independent bounded integer valued random variables
- On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment
- Limit theorems for random expanding or Anosov dynamical systems and vector-valued observables
- A weak Cramér condition and application to Edgeworth expansions
- The Cantor function
- Berry--Esseen theorem and local limit theorem for non uniformly expanding maps
- Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
- A Berry-Esseen bound with (almost) sharp dependence conditions
- The Nagaev-Guivarc’h method via the Keller-Liverani theorem
- Limit theorems in dynamical systems using the spectral method
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
- Projective metrics and contraction principles for complex cones
- Prevalence of rapid mixing in hyperbolic flows
- Functional Gaussian Approximation for Dependent Structures
- Nonconventional Limit Theorems and Random Dynamics
- An Introduction to Stein's Method
- On the local limit theorems for psi-mixing Markov chains
- On the local limit theorems for lower psi-mixing Markov chains
- Limit theorems for some time-dependent expanding dynamical systems
- More Exact Statement of Limit Theorems for Homogeneous Markov Chains
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
This page was built for publication: A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains