Rates of convergence in the central limit theorem for Banach valued dependent variables
Probability
2025-02-21 v2
Abstract
We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order as soon as the central limit theorem holds for the partial sum normalized by . This result applies to the empirical distribution function in , where and is a real -finite measure: under some -mixing conditions we obtain a rate of order . In the real case, our result leads to new conditions to reach the optimal rates of convergence in terms of Wasserstein distances of order .
Keywords
Cite
@article{arxiv.2409.15787,
title = {Rates of convergence in the central limit theorem for Banach valued dependent variables},
author = {Aurélie Bigot},
journal= {arXiv preprint arXiv:2409.15787},
year = {2025}
}