On mean central limit theorems for stationary sequences

DOI10.1214/07-AIHP117zbMATH Open1187.60015arXiv0808.3048MaRDI QIDQ731693FDOQ731693

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)

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.

Full work available at URL: https://arxiv.org/abs/0808.3048

Recommendations

• Rates of convergence for minimal distances in the central limit theorem under projective criteria
• A central limit theorem for strictly stationary sequences in terms of slow variation in the limit
• On minimal conditions of the weak dependence in limit theorems for stationary sequences
• On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
• An empirical central limit theorem in L\(^1\) for stationary sequences

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)

Cites Work

• Title not available (Why is that?)
• General Irreducible Markov Chains and Non-Negative Operators
• Title not available (Why is that?)
• Diophantine approximation
• On the functional central limit theorem for stationary processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• The central limit theorem for Markov chains with normal transition operators, started at a point
• About the Lindeberg method for strongly mixing sequences
• New dependence coefficients. Examples and applications to statistics
• About the Berry-Esseen theorem for weakly dependent sequences
• The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
• Necessary and sufficient conditions for the conditional central limit theorem
• Exact convergence rates in some martingale central limit theorems
• Vitesse dans le théorème limite central pour certains systèmes dynamiques quasi-hyperboliques
• Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
• The Berry-Esseen theorem for functionals of discrete Markov chains
• The Central Limit Theorem for Sums of Functions of Independent Variables and Sums of the Form $\sum {f(2^k t)} $
• Title not available (Why is that?)
• GLOBAL VERSIONS OF THE CENTRAL LIMIT THEOREM
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Asymptotically Best Constants in Refinements of Mean Limit Theorems
• Title not available (Why is that?)
• Title not available (Why is that?)

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
• Sunklodas' approach to normal approximation for time-dependent dynamical systems
• Berry-Esseen theorems under weak dependence
• Quadratic transportation cost in the conditional central limit theorem for dependent sequences
• 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
• An empirical central limit theorem in L\(^1\) for stationary sequences
• A Berry-Esseen bound with (almost) sharp dependence conditions
• \(L_1\) bounds for some martingale central limit theorems
• A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps
• On some results of M. I. Gordin: A clarification of a misunderstanding
• 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

This page was built for publication: On mean central limit theorems for stationary sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q731693)