On mean central limit theorems for stationary sequences

DOI10.1214/07-AIHP117zbMath1187.60015arXiv0808.3048MaRDI QIDQ731693

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

zbMATH Keywords

rates of convergencestrong mixingweak dependenceWasserstein distancestationary sequencesmartingale difference sequencesminimal distancemean central limit theoremprojective criteria

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (18)

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

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