L₁ bounds for some martingale central limit theorems

DOI10.1007/S10986-014-9226-ZMaRDI QIDQ2257489zbMATH OpenOpenAlexFDO

Authors Ta Cong Son, Nguyen Duy Tien, Le Van Dung

Publication date 25 February 2015

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-014-9226-z

zbMATH Keywords

\(L^1\)-boundsconvergence ratesmartingalesmean central limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

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Cites work

• A new method for approximations in probability and operator theories
• Bounds on the constant in the mean central limit theorem
• Exact convergence rates in some martingale central limit theorems
• GLOBAL VERSIONS OF THE CENTRAL LIMIT THEOREM
• scientific article; zbMATH DE number 3133862 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• Measure theory. Vol. I and II
• On mean central limit theorems for stationary sequences
• On the rate of convergence in the martingale central limit theorem
• Real Analysis and Probability
• Some estimates of the normal approximation for -mixing random variables
• Some estimates of the normal approximation for independent non-identically distributed random variables

Cited in

(9)

• The maximal variation of a bounded martingale and the central limit theorem
• On quantitative bounds in the mean martingale central limit theorem
• On the Wasserstein distance for a martingale central limit theorem
• On the rate of convergence in the central limit theorem for arrays of random vectors
• L^1 bounds in normal approximation
• On Wasserstein-1 distance in the central limit theorem for elephant random walk
• Quantitative bounds in the central limit theorem for m-dependent random variables
• Rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales
• On the rate of convergence of the martingale central limit theorem in Wasserstein distances

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