Convergence of moments in a Markov-chain central limit theorem
type: Item
instance of: scholarly article
title: Convergence of moments in a Markov-chain central limit theorem
zbMATH Open document ID: 1022.60068
DOI: 10.1016/S0019-3577(01)80041-0
author: David Steinsaltz
published in: Indagationes Mathematicae. New Series
publication date: 2001-01-01T00:00:00Z
review text: The author extends the central limit theorem for Markov chains when the functionals of moments converge. Also, it is derived a study of nonasymptotic bounds for the error in approximating the moments.
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1893620
zbMATH Keywords: Markov chains
zbMATH Keywords: central limit theorem
reviewed by: Sophia L. Kalpazidou
MaRDI profile type: Publication
cites work: Multiplicative ergodicity and large deviations for an irreducible Markov chain.
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full work available at URL: s0019-3577(01)80041-0
OpenAlex ID: W2071731054
description: scientific article; zbMATH DE number 1893620