paper

Edgeworth expansions in operator form

arXiv:0712.4199 · doi:10.1016/j.spl.2008.01.004

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.

12 pages

Edgeworth expansions in operator form · wovepaper