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arXiv · 1710.09115

On quantitative bounds in the mean martingale central limit theorem

Adrian Röllin
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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.

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Adrian Röllin. 2018-08-10. On quantitative bounds in the mean martingale central limit theorem. https://doi.org/10.1016/j.spl.2018.03.004

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