Edgeworth expansions in operator form

Details Edgeworth expansions in operator form Edgeworth expansions in operator form

2007-12-27

arxiv.org/abs/0712.4199v1

Statist. Probab. Lett. 78 12 (2008), pp. 1583--1592

Mathematics

Probability

12 pages

Scientific paper

10.1016/j.spl.2008.01.004

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.

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