A moment approach for the almost sure central limit theorem for martingales

Keywords: Random walk; Ballistic; Random environment; Central limit theorem; Invariance principle; Point of view of the particle; Environment process; Green function.. Here is a

We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences..  2004

The central limit theorem for empirical measures is well known for independent random variables and has been studied as a distribution valued continuous process for the case of

Abstract: We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.. Sur la vitesse de convergence dans le

Since every separable Banach space is isometric to a linear subspace of a space C(S), our central limit theorem gives as a corollary a general central limit theorem for separable

In Section 7 we study the asymptotic coverage level of the confidence interval built in Section 5 through two different sets of simulations: we first simulate a

Proposition 5.1 of Section 5 (which is the main ingredient for proving Theorem 2.1), com- bined with a suitable martingale approximation, can also be used to derive upper bounds for

Kantorovich distance, empirical measure, central limit theorem, law of the iterated logarithm, stationary sequences, Banach spaces.. Mathematics Subject