Central limit theorem and almost sure results for bivariate empirical W 1 distances - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2020

Central limit theorem and almost sure results for bivariate empirical W 1 distances

Résumé

In this paper we study the behavior of the Wasserstein distance of order 1 (also called Kantorovich distance) between the two marginal empirical measures of a stationary sequence of bi-variate random variables. We give sufficient conditions for the central limit theorem, the compact law of the iterated logarithm and the Maricinkiewicz-Zygmund strong law.
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Dates et versions

hal-02881842 , version 1 (26-06-2020)
hal-02881842 , version 2 (10-03-2022)

Identifiants

  • HAL Id : hal-02881842 , version 1

Citer

Philippe Berthet, Jérôme Dedecker, Florence Merlevède. Central limit theorem and almost sure results for bivariate empirical W 1 distances. 2020. ⟨hal-02881842v1⟩
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