A uniform estimate for the rate of convergence in the multidimensional central limit theorem for homogeneous Markov chains
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 fi...
में बचाया:
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | Artigo |
| भाषा: | Inglês |
| प्रकाशित: |
Wiley
1996-01-01
|
| श्रृंखला: | International Journal of Mathematics and Mathematical Sciences |
| विषय: | |
| ऑनलाइन पहुंच: | http://dx.doi.org/10.1155/S0161171296000634 |
| टैग: |
कोई टैग नहीं, इस रिकॉर्ड को टैग करने वाले पहले व्यक्ति बनें!
|