An empirical central limit theorem in L^1 for stationary sequences

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dc.creatorDede, Sophie
dc.date2008-12-15
dc.date.accessioned2026-07-07T12:12:55Z
dc.date.available2026-07-07T12:12:55Z
dc.descriptionIn this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems and causal linear processes. To prove our main result, we give a Central Limit Theorem for ergodic stationary sequences of random variables with values in L^1. The conditions obtained are expressed in terms of projective-type conditions. The main tools are martingale approximations.
dc.description20 pages
dc.identifierhttps://arxiv.org/abs/0812.2839
dc.identifierhttp://arxiv.org/abs/0812.2839
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210705
dc.subjectProbability
dc.subject60F17,60G10,62G30
dc.titleAn empirical central limit theorem in L^1 for stationary sequences
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