Edgeworth expansions in operator form

Zbigniew S. Szewczak

Statistics & Probability Letters, 2008, vol. 78, issue 12, 1583-1592

Abstract: An operator form of asymptotic expansions for Markov chains is established. Coefficients are given explicitly. Such expansions require a certain modification of the classical spectral method. They prove to be extremely useful within the context of large deviations.

Date: 2008
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