Rate of Convergence

  • Marie Duflo
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)


This chapter completes the review of classical probabilistic techniques begun in Chapter 1. Here, we supplement the laws of large numbers, the consistency properties of estimators and the convergence properties of algorithms with central limit theorems and results relating to the convergence in distribution of estimators or algorithms.


Lebesgue Measure Random Vector Central Limit Theorem Autoregressive Model Consistent Estimator 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Marie Duflo
    • 1
  1. 1.Equipe d’Analyse et de Mathématiques AppliquéesUniversité de Marne-la-ValléeNoisy-Le-Grand CedexFrance

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