On the rate of convergence in the multidimensional CLT for martingales

zbMATH Open0739.60018MaRDI QIDQ3363508FDOQ3363508

Authors: K. Kubilius 

Publication date: 1991

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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)

Cited In (7)

• A CLT for multi-dimensional martingale differences in a lexicographic order
• On the rate of convergence in the martingale CLT
• On the rate of convergence in the central limit theorem for arrays of random vectors
• The CLT in high dimensions: quantitative bounds via martingale embedding
• On the conditional covariance condition in the martingale CLT
• Some bounds on the rate of convergence in the CLT for martingales. II
• Title not available (Why is that?)

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