Berry-Esseen bounds in central limit theorem for transport distances

Orateur: BOBKOV Serguey
Localisation: Université du Minnesota, États-Unis
Type: Groupe de travail Convexité, Transport Optimal et Probabilités (CTOP)
Site: Hors LAMA , IHP
Salle: 01
Date de début: 12/05/2016 - 14:00
Date de fin: 12/05/2016 - 14:00

For sums of independent random variables $S_n=X_1+\dots+X_n$, Berry-Esseen-type bounds are derived for the transport power distances $W_p$ in terms of Lyapunov coefficients $L_{p+2}$. These bounds extend the results by E. Rio from the range $1 < p\le 2$ to all values $p >1$.