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...

Täydet tiedot

Bibliografiset tiedot

Päätekijä:	M. Gharib
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	Wiley 1996-01-01
Sarja:	International Journal of Mathematics and Mathematical Sciences
Aiheet:	uniform estimate rate of convergence central limit theorem homogeneous Markov chain.
Linkit:	http://dx.doi.org/10.1155/S0161171296000634
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