On the Wassertein distance for a martingale central limit theorem,Statistics & Probability Letters

当前位置： X-MOL 学术 › Stat. Probab. Lett. › 论文详情

Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)

On the Wassertein distance for a martingale central limit theorem
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-12-01 , DOI: 10.1016/j.spl.2020.108892
Xiequan Fan , Xiaohui Ma

We prove an upper bound on the Wassertein distance between normalized martingales and the standard normal random variable, which extends a result of Rollin [Statist. Probabil. Lett. 138 (2018) 171-176]. The proof is based on a method of Bolthausen [Ann. Probab. 10 (1982) 672-688].

中文翻译：

关于马丁格尔中心极限定理的 Wassertein 距离

我们证明了归一化鞅和标准正态随机变量之间的 Wassertein 距离的上限，它扩展了 Rollin [Statist. 概率。莱特。138 (2018) 171-176]。证明基于 Bolthausen [Ann. 可能。10 (1982) 672-688]。

更新日期：2020-12-01

点击分享查看原文

点击收藏

公开下载

阅读更多本刊最新论文本刊介绍/投稿指南

全部期刊列表>>