Central Limit Theorem and convergence to stable laws in Mallows distance

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dc.creatorJohnson, Oliver
dc.creatorSamworth, Richard
dc.date2004-06-10
dc.date2005-02-22
dc.date.accessioned2026-07-07T08:06:17Z
dc.date.available2026-07-07T08:06:17Z
dc.descriptionWe give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality related to this metric. The key is to analyse the case where equality holds. We provide some results concerning rates of convergence. We also consider convergence to stable distributions, and obtain a bound on the rate of such convergence.
dc.description21 pages; improved version - one result strengthened, exposition improved, paper to appear in Bernoulli
dc.identifierhttps://arxiv.org/abs/math/0406218
dc.identifierhttp://arxiv.org/abs/math/0406218
dc.identifierBernoulli vol 11, no. 5 (2005), 829Â?"845
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130554
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F05
dc.titleCentral Limit Theorem and convergence to stable laws in Mallows distance
dc.typetext

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