Central limit theorems for the Wasserstein distance between the empirical and the true distributions (Q1807206): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Central limit theorems for the Wasserstein distance between the empirical and the true distributions |
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Central limit theorems for the Wasserstein distance between the empirical and the true distributions (English)
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9 November 1999
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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.
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central limit theorems
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convergence rates
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emprirical distributions
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Wasserstein distance
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