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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2016, том 21(37), выпуск 1, страницы 53–63 (Mi thsp120)

An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes

G. M. Molyboga

Ukraine, Kiev, 3, Tereschenkivska st

Аннотация: An upper bound is obtained for the rate of convergence in central limit theorem for functionals of weakly ergodic Markov processes that has the rate $O\left(\frac{\ln^{3/2}(n)}{n^{1/4}}\right)$. The approach is based on the one proposed in [1, 2].

Ключевые слова: Markov process, corrector, weak ergodicity.

MSC: 60F05; 60J05

Язык публикации: английский



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