Convergence in distribution norms in the CLT for non identical distributed random variables

DOI10.1214/18-EJP174zbMath1410.60031arXiv1606.01629OpenAlexW2962940143MaRDI QIDQ1663863

Vlad Bally, Guillaume Poly, Lucia Caramellino

Publication date: 24 August 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.01629

zbMATH Keywords

central limit theoremsintegration by partsabstract Malliavin calculusregularizing results

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Convergence of probability measures (60B10)

Related Items (10)

Random trigonometric polynomials: universality and non-universality of the variance for the number of real roots ⋮ Convergence in distribution norms in the CLT for non identical distributed random variables ⋮ Total variation distance between stochastic polynomials and invariance principles ⋮ A probability approximation framework: Markov process approach ⋮ Improved bounds for the total variation distance between stochastic polynomials ⋮ Estimates of the difference between two probability densities of Wiener functionals and its application ⋮ Non universality for the variance of the number of real roots of random trigonometric polynomials ⋮ Approximation to stable law by the Lindeberg principle ⋮ Regularization lemmas and convergence in total variation ⋮ Total variation distance between a jump-equation and its Gaussian approximation

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