Berry-Esseen estimates for regenerative processes under weak moment assumptions
| Autor: | Guo, Xiaoqin, Peterson, Jonathon |
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| Rok vydání: | 2017 |
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| Druh dokumentu: | Working Paper |
| Popis: | We prove Berry-Esseen type rates of convergence for central limit theorems (CLTs) of regenerative processes which generalize previous results of Bolthausen under weaker moment assumptions. We then show how this general result can be applied to obtain rates of convergence for (1) CLTs for additive functionals of positive recurrent Markov chains under certain conditions on the strong mixing coefficients, and (2) annealed CLTs for certain ballistic random walks in random environments. Comment: Changes in version 2 - Changed the title to reflect that the main novelty of the paper are the weaker moment assumptions. Also, added a section applying the main result to additive functionals of Markov chains under conditions on the strong mixing coefficients |
| Databáze: | arXiv |
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