We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the CLT for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. As a corollary we obtain refinements of the Local Limit Theorem and moderate deviation results. We primarily use spectral techniques to obtain the results.

Fernando, K., Liverani, C. (2021). Edgeworth expansions for weakly dependent random variables. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 57(1), 469-505 [10.1214/20-AIHP1085].

Edgeworth expansions for weakly dependent random variables

Liverani, Carlangelo
2021-02-01

Abstract

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the CLT for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. As a corollary we obtain refinements of the Local Limit Theorem and moderate deviation results. We primarily use spectral techniques to obtain the results.
1-feb-2021
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/07 - FISICA MATEMATICA
English
Con Impact Factor ISI
Edgeworth expansions; Weak dependence; Markov chains; Expanding maps
https://arxiv.org/abs/1803.07667
Fernando, K., Liverani, C. (2021). Edgeworth expansions for weakly dependent random variables. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 57(1), 469-505 [10.1214/20-AIHP1085].
Fernando, K; Liverani, C
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/272015
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