期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：1996
卷号：19
DOI：10.1155/S0161171296000634
出版社：Hindawi Publishing Corporation
摘要：In this paper a uniform estimate is obtained for the remainder term in the central
limit theorem (CLT) for a sequence of random vectors forming a homogeneous Markov chain with
arbitrary set of states. The result makes it possible to estimate the rate of convergence in the CLT
without assuming the finiteness of the absolute third moment of the transition probabilities. Some
consequences are also proved.
