Gaussian Approximation for Multivariate Martingale Sums from Uniformly Ergodic Markov Chains
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arXiv:2609.09480v1 Announce Type: cross Abstract: We develop Gaussian approximation bounds in higher-order Wasserstein distance $W_p$, $p\geq2$, for sums of multivariate martingale differences generated by a uniformly ergodic Markov chain. Under an $L^{(2+\eta)p}$-moment condition with $\eta>0$, we…
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- 2026-09-10 04:00 · arXiv stat.ML
Gaussian Approximation for Multivariate Martingale Sums from Uniformly Ergodic Markov Chains