Convergence in total variation to a mixture of Gaussian laws

DOI10.3390/MATH6060099zbMATH Open1404.60008OpenAlexW2807494317MaRDI QIDQ1634366FDOQ1634366

Luca Pratelli, Pietro Rigo

Publication date: 18 December 2018

Published in: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/math6060099

zbMATH Keywords

rate of convergenceWasserstein distancetotal variation distanceweighted quadratic variationmixture of Gaussian laws

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05)

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Cited In (6)

• Title not available (Why is that?)
• Quantitative bounds in the central limit theorem for \(m\)-dependent random variables
• A central limit theorem for some generalized martingale arrays
• Limit theorems for singular Skorohod integrals
• On almost sure convergence of random variables with finite chaos decomposition
• Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables

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