Central limit theorems for the Wasserstein distance between the empirical and the true distributions
type: Item
instance of: scholarly article
title: Central limit theorems for the Wasserstein distance between the empirical and the true distributions
zbMATH Open document ID: 0958.60012
author: Eustasio Del Barrio
author: Carlos Matrán
author: Evarist Giné
published in: The Annals of Probability
publication date: 1999-11-09T00:00:00Z
review text: For a sequence of i.i.d. random variables, it is well-known that the Wassertein distance between their empirical distribution and the true distribution tends to zero. The rate of this convergence is studied. As a by-product, some limit theorems for the Ornstein-Uhlenbeck processes are also derived.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 1359658
zbMATH Keywords: central limit theorems
zbMATH Keywords: convergence rates
zbMATH Keywords: emprirical distributions
zbMATH Keywords: Wasserstein distance
reviewed by: Dongsheng Tu
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1022677394
OpenAlex ID: W2083454075
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DOI: 10.1214/AOP/1022677394
description: scientific article; zbMATH DE number 1359658