{ "id": "1503.00113", "version": "v1", "published": "2015-02-28T10:56:07.000Z", "updated": "2015-02-28T10:56:07.000Z", "title": "Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary $α$-dependent sequences", "authors": [ "Jérôme Dedecker", "Florence Merlevède" ], "categories": [ "math.PR" ], "abstract": "We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\\ge$ 1, and we give some conditions under which the central limit theorem holds. We apply our results to unbounded functions of expanding maps of the interval with a neutral fixed point at zero. The moment inequalities for the Wasserstein distance are similar to the well known von Bahr-Esseen or Rosenthal bounds for partial sums, and seem to be new even in the case of independent and identically distributed random variables.", "revisions": [ { "version": "v1", "updated": "2015-02-28T10:56:07.000Z" } ], "analyses": { "keywords": [ "wasserstein distance", "marginal distribution", "dependent sequences", "stationary", "central limit theorem holds" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }