Reference for finite-state Markov chain Edgeworth expansion
Identify a published reference that rigorously establishes a first‑order Edgeworth expansion for partial sums of an integer‑valued function of a stationary, irreducible, aperiodic finite‑state Markov chain, in a form directly applicable to the setting of Theorems 3.2 and 3.4 (including the discrete correction term and uniform error bounds).
References
However, we have failed to find a general theorem that is directly applicable here. We therefore state such a theorem for finite-state Markov chains here (in two versions, Theorems 3.2 and 3.4); it is perhaps not new, but since we do not know a reference we give for completeness a complete proof.
                — The generalized Alice HH vs Bob HT problem
                
                (2503.19035 - Janson et al., 24 Mar 2025) in Section 2.3 (Background on Edgeworth expansions), discussion before Theorem 3.2