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Rates of convergence in the CLT for non stationary sequences and application to sequential dynamical systems

By Florence Merlevède

Appears in collection : Probabilistic techniques for random and time-varying dynamical systems / Méthodes probabilistes pour les systèmes dynamiques aléatoires et variant avec le temps

This talk is devoted to rates of convergence for minimal distances and for the uniform distance, between the law of partial sums associated with non necessarily stationary sequences and the limiting Gaussian distribution. Applications to linear statistics, non stationary rho-mixing sequences and sequential dynamical systems will be provided. This is a joint work with J. Dedecker and E. Rio.

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Citation data

  • DOI 10.24350/CIRM.V.19964803
  • Cite this video Merlevède Florence (10/3/22). Rates of convergence in the CLT for non stationary sequences and application to sequential dynamical systems. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19964803
  • URL https://dx.doi.org/10.24350/CIRM.V.19964803

Bibliography

  • DEDECKER, Jérôme, MERLEVÈDE, Florence, et RIO, Emmanuel. Rates of convergence in the central limit theorem for martingales in the non stationary setting. In : Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. Institut Henri Poincaré, 2022. p. 945-966. - http://dx.doi.org/10.1214/21-AIHP1182

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