Rate of convergence in the martingale central limit theorem in the space C(S)

DOI10.1007/BF00966605zbMath0659.60019MaRDI QIDQ1112422

Alfredas Račkauskas

Publication date: 1987

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

central limit theoremmartingale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

On the convergence rate in martingale CLT in Hilbert spaces

Cites Work

• Unnamed Item
• Approximation of distributions of sums of dependent random variables with values in a Banach space
• A note on the rate of convergence in the martingale central limit theorem
• Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
• Isometries between Banach spaces of Lipschitz functions
• Schauder bases in Banach spaces of continuous functions
• Exact convergence rates in some martingale central limit theorems
• On the Departure from Normality of a Certain Class of Martingales

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