Central limit theorems for the Wasserstein distance between the empirical and the true distributions
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.
scientific article; zbMATH DE number 1359658
scientific article