Edgeworth expansions in operator form
Probability
2008-11-10 v1 Spectral Theory
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.
Cite
@article{arxiv.0712.4199,
title = {Edgeworth expansions in operator form},
author = {Zbigniew S. Szewczak},
journal= {arXiv preprint arXiv:0712.4199},
year = {2008}
}
Comments
12 pages