Entropic approach to E. Rio's central limit theorem for \(W_2\) transport distance

DOI10.1016/j.spl.2013.03.020zbMath1281.60023OpenAlexW2145056146MaRDI QIDQ383922

Sergey G. Bobkov

Publication date: 6 December 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.020

zbMATH Keywords

central limit theoremtransport metricsBerry-Esseen-type bounds

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (6)

A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate ⋮ Quadratic transportation cost in the conditional central limit theorem for dependent sequences ⋮ Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem ⋮ The CLT in high dimensions: quantitative bounds via martingale embedding ⋮ Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances ⋮ Existence of Stein kernels under a spectral gap, and discrepancy bounds

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic constants for minimal distance in the central limit theorem
• Upper bounds for minimal distances in the central limit theorem
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Transportation cost for Gaussian and other product measures

This page was built for publication: Entropic approach to E. Rio's central limit theorem for \(W_2\) transport distance