Some Estimates for the Rate of Convergence in the Multidimensional Central Limit Theorem for Homogeneous Markov Chains
This paper obtains some estimates for the rate of convergence in the multi-dimensional central limit theorem for vector-valued functions of a homogeneous Markov chain without assuming the finiteness of their absolute third moment. These estimates have a universal character and generalize the results that hold when the third moments are finite.
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