Exact convergence rates in the central limit theorem for a class of martingales

DOI10.3150/07-BEJ6116zbMath1139.60309arXivmath/0403385MaRDI QIDQ2469662

Mohamed El Machkouri, Lahcen Ouchti

Publication date: 6 February 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0403385

zbMATH Keywords

rate of convergencecentral limit theoremmartingale difference sequenceLindeberg's decomposition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (14)

On Wasserstein-1 distance in the central limit theorem for elephant random walk ⋮ On quantitative bounds in the mean martingale central limit theorem ⋮ Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ Unnamed Item ⋮ A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales ⋮ Random matrices: law of the determinant ⋮ On the Wasserstein distance for a martingale central limit theorem ⋮ Unnamed Item ⋮ On the rate of convergence in the central limit theorem for arrays of random vectors ⋮ Exact rates of convergence in some martingale central limit theorems ⋮ Cramér's moderate deviations for martingales with applications ⋮ Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields ⋮ A note on exact convergence rates in some martingale central limit theorems ⋮ Cramér moderate deviations for the elephant random walk

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