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...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
1996-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
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| Online Access: | http://dx.doi.org/10.1155/S0161171296000634 |