English

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 p]2,3]p \in ]2,3] as soon as the central limit theorem holds for the partial sum normalized by n1/2n^{-1/2}. This result applies to the empirical distribution function in Lp(μ)L^p(\mu), where p2p\geq 2 and μ\mu is a real σ\sigma-finite measure: under some τ\tau-mixing conditions we obtain a rate of order O(n(p2)/2)O(n^{-(p-2)/2}). In the real case, our result leads to new conditions to reach the optimal rates of convergence in terms of Wasserstein distances of order p]2,3]p\in ]2,3].

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}
}