2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/70556We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the rate $n^{-1/2}\log n$ is reached. We give interesting examples of martingales with unbounded increments which belong to the considered class.Soumis pour publicationProbability60G42, 60F05Exact convergence rates in the central limit theorem for a class of martingalestext