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Results tagged with limit-theorems
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user 68785
For questions about limit theorems of probability theory: (functional or not) central limit theorem, law of large numbers, law of iterated logarithm, etc.
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Is there a rate of convergence for Donsker's theorem?
If we assume that $F$ is 1-Lipschitz, using Kantorovich-Rubinstein duality the desired estimates can be obtained from estimates of the Wasserstein distance between (the laws of) $S_n$ and $B$. Such co …
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