Open Access
August 2009 Upper bounds for minimal distances in the central limit theorem
Emmanuel Rio
Ann. Inst. H. Poincaré Probab. Statist. 45(3): 802-817 (August 2009). DOI: 10.1214/08-AIHP187

Abstract

We obtain upper bounds for minimal metrics in the central limit theorem for sequences of independent real-valued random variables.

Nous obtenons des majorations des distances minimales dans le théorème limite central pour les suites de variables aléatoires réelles indépendantes.

Citation

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Emmanuel Rio. "Upper bounds for minimal distances in the central limit theorem." Ann. Inst. H. Poincaré Probab. Statist. 45 (3) 802 - 817, August 2009. https://doi.org/10.1214/08-AIHP187

Information

Published: August 2009
First available in Project Euclid: 4 August 2009

zbMATH: 1175.60020
MathSciNet: MR2548505
Digital Object Identifier: 10.1214/08-AIHP187

Subjects:
Primary: 60F05

Keywords: Esseen’s mean central limit theorem , Fréchet–Dall’Aglio minimal metric , Global central limit theorem , rates of convergence , Wasserstein distance

Rights: Copyright © 2009 Institut Henri Poincaré

Vol.45 • No. 3 • August 2009
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