Volume 6 (2023)
Dedecker, Jérôme;  Merlevède, Florence;  Rio, Emmanuel
Quadratic transportation cost in the conditional central limit theorem for dependent sequences
Annales Henri Lebesgue, Volume 6 (2023), pp. 687-726.

Metadata

DOI10.5802/ahl.176
Keywords Quadratic transportation cost, conditional central limit theorem, Wasserstein distance, Minimal distance, strong mixing, stationary sequences, weak dependence, rates of convergence

Abstract

In this paper, we give estimates of the quadratic transportation cost in the conditional central limit theorem for a large class of dependent sequences. Applications to irreducible Markov chains, dynamical systems generated by intermittent maps and τ-mixing sequences are given.


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