On the rate of convergence in the martingale CLT (Q1892952): Difference between revisions

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.