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arXiv · 0712.4199

Edgeworth expansions in operator form

Zbigniew S. Szewczak
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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.

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Zbigniew S. Szewczak. 2007-12-27. Edgeworth expansions in operator form. https://doi.org/10.1016/j.spl.2008.01.004

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