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News/Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning
arxiv
PublishedSeptember 1, 2026 at 4:00 AM
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Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning

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arXiv:2401.15719v5 Announce Type: replace-cross Abstract: We prove a non-asymptotic central limit theorem for vector-valued martingale differences using Stein's method, and use Poisson's equation to extend the result to functions of Markov Chains. We then show that these results can be applied to es

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