On the rate of convergence in the martingale CLT
type: Item
instance of: scholarly article
title: On the rate of convergence in the martingale CLT
zbMATH Open document ID: 0837.60004
DOI: 10.1016/0167-7152(94)00116-P
author: Alfredas Račkauskas
published in: Statistics \& Probability Letters
publication date: 1996-05-20T00:00:00Z
review text: Let \(\{X_i: i\geq 1\}\) be a sequence of martingale differences with values in a Banach space. The author provides bounds for Kantorovich and Prokhorov metrics between distributions of \(\sum^n_{i= 1} X_i/\sqrt n\), \(n\geq 1\), and a corresponding Gaussian distribution.
Mathematics Subject Classification ID: 60B12
zbMATH DE Number: 768768
zbMATH Keywords: martingale differences
zbMATH Keywords: Banach space
zbMATH Keywords: Gaussian approximation
zbMATH Keywords: rate of convergence
reviewed by: Rimas Norvaiša
MaRDI profile type: Publication
cites work: Estimates of the Distance between Sums of Independent Random Elements in Banach Spaces
cites work: Q3822905
cites work: Q4692961
cites work: Mass transhipment problems and ideal metrics
cites work: Q4315058
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cites work: Uniform bound in the central limit theorem for Banach space valued dependent random variables
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cites work: An invariance principle for the Robbins-Monro process in a Hilbert space
full work available at URL: 0167-7152(94)00116-p
OpenAlex ID: W2041171808
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description: scientific article; zbMATH DE number 768768