On mean central limit theorems for stationary sequences

DOI10.1214/07-AIHP117MaRDI QIDQ731693zbMATH OpenFDO

Authors Emmanuel Rio, Jérôme Dedecker

Publication date 8 October 2009

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0808.3048, https://eudml.org/doc/77988

zbMATH Keywords

Wasserstein distancestrong mixingweak dependencerates of convergencestationary sequencesmartingale difference sequencesminimal distancemean central limit theoremprojective criteria

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Abstract: In this paper, we give estimates of the minimal ${mathbbL}^1$ distance between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.

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Cited in

(23)

• The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
• Functional central limit theorem via nonstationary projective conditions
• Markov chain Monte Carlo confidence intervals
• Rate of convergence in the central limit theorem for strongly ergodic Markov chains
• Rates of convergence for minimal distances in the central limit theorem under projective criteria
• Berry-Esseen theorems under weak dependence
• Sunklodas' approach to normal approximation for time-dependent dynamical systems
• Quadratic transportation cost in the conditional central limit theorem for dependent sequences
• On quantitative bounds in the mean martingale central limit theorem
• An empirical central limit theorem in L^1 for stationary sequences
• On the rate of convergence in the global central limit theorem for random sums of independent random variables
• A Berry-Esseen bound with (almost) sharp dependence conditions
• \(L_1\) bounds for some martingale central limit theorems
• On some results of M. I. Gordin: A clarification of a misunderstanding
• A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps
• Some multivariate inequalities with applications
• The Nagaev-Guivarc'h method via the Keller-Liverani theorem
• Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
• Moderate deviations for stationary sequences of bounded random variables
• Bounds on the constant in the mean central limit theorem
• Strong approximation of partial sums under dependence conditions with application to dynamical systems
• Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems

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