Research
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning
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 e
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 establish a non-asymptotic central limit theorem for Temporal Difference (TD) learning with averaging.
Source: arXiv cs.LG | 2026-09-01