On the rate of convergence in the multidimensional CLT for martingales

MaRDI QIDQ3363508zbMATHFDO

Authors K. Kubilius

Publication date 1991

zbMATH Keywords

rate of convergencecentral limit theoremconditionally-independent incrementsmixtures of Gaussian random vectorsLévy-Prokhorov distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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• A CLT for multi-dimensional martingale differences in a lexicographic order
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