Preprint
Sep 2026
Martingale central limit theorems in $p$-Wasserstein distance
We obtain multivariate martingale central limit theorems in $p$-Wasserstein distance with respect to the $\ell_r$ norm in $\mathbb{R}^d$ for $p\geq 1$ and $r\in [1,\infty]$, which generalize the results for $p=1$ and $r=2$ in the literature. As corollaries, we obtain the Yurinskii coupling and Cram\'er-type moderate de...
Xiao Fang, Yuta Koike, Zi-Yao Su
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