Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric.

DOI10.1214/009117904000000036zbMath1055.60015arXivmath/0509008MaRDI QIDQ1889789

Françoise Pène

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509008

zbMATH Keywords

dynamical systems; hyperbolic systems; averaging method; Prokhorov metric; speed of convergence; multidimensional central limit theorem; multiple decorrelation

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

Related Items

Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard

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