papersSEP 10 04:00 UTC
Study Establishes Gaussian Approximation Bounds for Martingale Sums from Ergodic Markov Chains
A new paper posted to arXiv derives Gaussian approximation bounds, measured in higher-order Wasserstein distance, for sums of multivariate martingale differences produced by uniformly ergodic Markov chains. The results rely on an L^(2+η)p moment condition with η>0, a modest strengthening of standard integrability requirements. The work was announced as a cross-listing to the machine learning category, reflecting its potential relevance to statistical analysis of dependent data.