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Bolthausen, E (1982). The Berry-Esseen theorem for strongly mixing Harris recurrent Markov chains. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 60(3):283-289.

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## Abstract

Let be a stationary Harris-recurrent Markov chain with state space , and let and . It is known that the sequence , , is strongly mixing, i.e., , where are the strong (or Rosenblatt) mixing coefficients. If decreases at a sufficiently fast rate and is suitably chosen, then a central limit theorem holds for the partial sums . The present paper gives conditions for the convergence rates to be .

Item Type: Journal Article, refereed, original work 07 Faculty of Science > Institute of Mathematics 510 Mathematics stationary Harris recurrent Markov chain; strongly mixing; convergence rates English 1982 19 Oct 2009 15:46 27 Nov 2013 17:50 Springer 0044-3719 10.1007/BF00535716 http://www.zentralblatt-math.org/zbmath/search/?q=an%3A0476.60022 Web of Science®. Times Cited: 36Google Scholar™