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Asymptotic expansion of the absorption-time distribution for a markov chain

โœ Scribed by V. S. Korolyuk; I. P. Penev; A. F. Turbin


Publisher
Springer US
Year
1975
Tongue
English
Weight
242 KB
Volume
9
Category
Article
ISSN
1573-8337

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On the First-Order Edgeworth Expansion f
โœ S. Datta; W.P. Mccormick ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 474 KB

We consider the first-order Edgeworth expansion for summands related to a homogeneous Markov chain. Certain inaccuracies in some earlier results by Nagaev are corrected and the expansion is obtained under relaxed conditions. An application of our result to the distribution of the mle of a transition