Martingale central limit theorems in $p$-Wasserstein distance

Xiao Fang, Yuta Koike, Zi-Yao Su

We obtain multivariate martingale central limit theorems in $p$-Wasserstein distance with respect to the ${\ell }_r$ norm in ${\mathbb{R}}^d$ for $p\ge 1$ and $r\in [1,\infty ]$, which…