On estimates of the rate of convergence In the global limit theorems for Homogeneous markov chains
AuthorGharib, M. [محمد غريب محمود]
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In this paper some estimates are obtained for the remainder term in the limit theorems for the weighted sum of random variables forming a homogeneous Markov chain with arbitrary set of possible states . The achieved results make it possible to estimate the rate of convergence in these theorems in the metric of the space Lp, 1 <p < °° without requiring that the absolute third order moment for the transition probabilities be bounded.
- Qatar University Science Journal - [From 1981 TO 2007] [770 items ]