Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric.

DOI10.1214/009117904000000036zbMath1055.60015arXivmath/0509008OpenAlexW3100823106MaRDI QIDQ1889789

Françoise Pène

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509008

zbMATH Keywords

dynamical systemshyperbolic systemsaveraging methodProkhorov metricspeed of convergencemultidimensional central limit theoremmultiple decorrelation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (3)

A note on the finite-dimensional distributions of dispersing billiard processes ⋮ Stein’s method of normal approximation for dynamical systems ⋮ Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard

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