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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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 .
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|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Uncontrolled Keywords:||stationary Harris recurrent Markov chain; strongly mixing; convergence rates|
|Deposited On:||19 Oct 2009 13:46|
|Last Modified:||27 Nov 2013 16:50|
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