On quantitative bounds in the mean martingale central limit theorem
Probability
2018-08-14 v2
Abstract
We provide explicit bounds on the Wasserstein distance between discrete time martingales and the standard normal distribution. The proofs are based on a combination of Lindeberg's and Stein's method.
Keywords
Cite
@article{arxiv.1710.09115,
title = {On quantitative bounds in the mean martingale central limit theorem},
author = {Adrian Röllin},
journal= {arXiv preprint arXiv:1710.09115},
year = {2018}
}
Comments
8 pages