Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard

Citation
Pène Françoise, Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard, Annals of applied probability , 15(3), 2005, pp. 2331-2392
ISSN journal
10505164
Volume
15
Issue
3
Year of publication
2005
Pages
2331 - 2392
Database
ACNP
SICI code
Abstract
We show how Rio.s method [Probab. Theory Related Fields 104 (1996) 255.282] can be adapted to establish a rate of convergence in 1.n in the multidimensional central limit theorem for some stationary processes in the sense of the Kantorovich metric. We give two applications of this general result: in the case of the Knudsen gas and in the case of the Sinai billiard.