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On the rate of convergence in the central limit theorem and the type of the Banach space
Authors:WanSoo Rhee
Affiliation:The Ohio State University, Columbus, OH 43210, USA
Abstract:Let E be a Banach space. Let ξ be a sequence of which goes to zero. Let X be a centered E-valued random variable, which is bounded. Let Sn be the sum of n independent copies of X. Assume that whenever X satisfies the CLT, we have.
Supt ?R |P(6Sn√n | ? t) ? μ ({x;6x6 ?})| ? ξn
where μ is the (Gaussian) limit of the laws of Sn. Then E is type 2.
Keywords:central limit theorem  Banach space  type 2 space
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