A UNIFORM ESTIMATE FOR THE RATE OF CONVERGENCE IN THE CENTRAL-LIMIT-THEOREM FOR HOMOGENEOUS MARKOV-CHAINS

Authors
GHARIB M ABDELFATTAH M
Citation
M. Gharib et M. Abdelfattah, A UNIFORM ESTIMATE FOR THE RATE OF CONVERGENCE IN THE CENTRAL-LIMIT-THEOREM FOR HOMOGENEOUS MARKOV-CHAINS, Applied mathematics letters, 8(5), 1995, pp. 89-94
Citations number
11
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics letters → ACNP
ISSN journal
08939659
Volume
8
Issue
5
Year of publication
1995
Pages
89 - 94
Database
ISI
SICI code
0893-9659(1995)8:5<89:AUEFTR>2.0.ZU;2-D
Abstract
In this paper, a uniform estimate is obtained for the rate of converge nce in the central limit theorem for the weighted sum of random variab les related by a homogeneous Markov chain, without assuming that the t ransition probability function has a finite third absolute moment. Som e consequences are also proved.