A Berry-Esseen bound with (almost) sharp dependence conditions

preprint2022arXivOpen access

Abstract

Suppose that the (normalised) partial sum of a stationary sequence converges to a standard normal random variable. Given sufficiently moments, when do we have a rate of convergence of n−1/2n^{-1/2} in the uniform metric, in other words, when do we have the optimal Berry-Esseen bound? We study this question in a quite general framework and find the (almost) sharp dependence conditions. The result applies to many different processes and dynamical systems. As specific, prominent examples, we study functions of the doubling map 2x mod 1 and the left random walk on the general linear group.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.

A Berry-Esseen bound with (almost) sharp dependence conditions | BZPEER