{ "id": "2305.14248", "version": "v1", "published": "2023-05-23T17:02:42.000Z", "updated": "2023-05-23T17:02:42.000Z", "title": "Improved rates of convergence for the multivariate Central Limit Theorem in Wasserstein distance", "authors": [ "Thomas Bonis" ], "categories": [ "math.PR" ], "abstract": "We provide new bounds for rates of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \\geq 2$. In particular, we obtain an asymptotic bound for measures with a continuous component which we conjecture to be optimal.", "revisions": [ { "version": "v1", "updated": "2023-05-23T17:02:42.000Z" } ], "analyses": { "keywords": [ "multivariate central limit theorem", "wasserstein distance", "convergence", "asymptotic bound", "continuous component" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }