On the convergence rate in martingale CLT in Hilbert spaces

DOI10.1007/BF00973060zbMath0786.60032MaRDI QIDQ1175498

Alfredas Račkauskas

Publication date: 25 June 1992

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

zbMATH Keywords

conditional covariance operatorsconvergence rates for balls in the central limit theorem for bounded Hilbert space valued martingales

Mathematics Subject Classification ID

Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

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• 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
• Uniform bound in the central limit theorem for Banach space valued dependent random variables
• Rate of convergence in the martingale central limit theorem in the space C(S)
• Exact convergence rates in some martingale central limit theorems
• On an Infinite-Dimensional Central Limit Theorem
• Asymptotic expansions for bivariate von Mises functionals

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