Uniform bound in the central limit theorem for Banach space valued dependent random variables
The authors give a rate of convergence in C.L.T. for Banach space valued random variables with differentiable norm under dependence assumptions related to martingale differences. With p-moments assumptions the rate of convergence in Levy's metrics is \(O(n^{-p/6(1+p)})\). The main tool of this paper is theorem 5 in which the authors give a construction of \((T^ 1,...,T^ n)\) Gaussian r.v. having the same conditional covariance structure as previously given ones. Then classical Trotter's method allows to use Taylor's developments. The proof is completed supposing that the limiting Gaussian variable has norm with bounded density; as shown by the authors, this is not always the case but they give an alternative proof avoiding this difficulty. This technique was already used in \textit{P. L. Butzer}, \textit{L. Hahn} and \textit{M. Th. Roeckerath}, ibid. 13, 287-301 (1983; Zbl 0515.60014) showing a rate of convergence \(n^{-1/8}\) in the martingale difference case.
- Berry-Esseen estimates in Hilbert space and an application to the law of the iterated logarithm
- Convex measures on locally convex spaces
- scientific article; zbMATH DE number 3327878 (Why is no real title available?)
- scientific article; zbMATH DE number 3405266 (Why is no real title available?)
- Les fonctions aléatoires comme éléments aléatoires dans les espace de Banach
- On Berry-Esseen type bounds for m-dependent random variables valued in certain banach spaces
- On the Berry-Esseen theorem
- On the Rate of Convergence in the Central Limit Theorem in Certain Banach Spaces
- On the rate of convergence to normality for sums of dependent random variables
- The law of large numbers and the central limit theorem in Banach spaces
- The rate of convergence in the central limit theorem for non-stationary dependent random vectors
- On the convergence rate in martingale CLT in Hilbert spaces
- Uniform bounds in the central limit theorem for \(C(S)\) valued martingales
- \(U\)-statistics in Banach spaces
- Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
- On the rate of convergence in the martingale CLT
- On Gaussian approximation of Hilbert space valued discrete time martingales
- On the conditional covariance condition in the martingale CLT
- On a multidimensional martingale with given conditional covariance structure
- On distribution of the norm for normal random elements in the space of continuous functions
- Uniform bounds in the central limit theorem for \(C(S)\) valued martingales
- scientific article; zbMATH DE number 699478 (Why is no real title available?)
- The Central Limit Theorem for Weakly Dependent Banach-Valued Variables
- Uniform convexity and the distribution of the norm for a Gaussian measure
- Extremes of weighted Brownian bridges in increasing dimension
This page was built for publication: Uniform bound in the central limit theorem for Banach space valued dependent random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1084741)
