scientific article; zbMATH DE number 868185

MaRDI QIDQ4874069zbMATHFDO

Authors Alfredas Račkauskas

Publication date 11 December 1996

zbMATH Keywords

martingale differencesmulti-dimensional martingale central limit theorem

Mathematics Subject Classification ID

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

Recommendations

• On the rate of convergence in the multidimensional CLT for martingales
• On the convergence rate in martingale CLT in Hilbert spaces
• A nonuniform bound on the rate of convergence in the martingale central limit theorem
• Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
• Exact rates of convergence in some martingale central limit theorems

Cited in

(11)

• Strong invariance principles for partial sums of independent random vectors
• The CLT in high dimensions: quantitative bounds via martingale embedding
• On the rate of convergence in the multidimensional CLT for martingales
• On a multidimensional martingale with given conditional covariance structure
• scientific article; zbMATH DE number 846171 (Why is no real title available?)
• Rates of convergence in the functional CLT for multidimensional continuous time martingales.
• On the rate of convergence in the martingale CLT
• scientific article; zbMATH DE number 1959487 (Why is no real title available?)
• On the convergence rate in martingale CLT in Hilbert spaces
• A CLT for multi-dimensional martingale differences in a lexicographic order
• On the conditional covariance condition in the martingale CLT

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4874069)