On the rate of convergence in the martingale CLT

DOI10.1016/0167-7152(94)00116-PzbMath0837.60004OpenAlexW2041171808MaRDI QIDQ1892952

Alfredas Račkauskas

Publication date: 20 May 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00116-p

zbMATH Keywords

rate of convergenceBanach spacemartingale differencesGaussian approximation

Mathematics Subject Classification ID

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

Cites Work

• Uniform bound in the central limit theorem for Banach space valued dependent random variables
• Estimates of the Distance between Sums of Independent Random Elements in Banach Spaces
• An invariance principle for the Robbins-Monro process in a Hilbert space
• Mass transhipment problems and ideal metrics
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