{"paper":{"title":"Yurinskii's Coupling for Martingales","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["econ.EM","stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Matias D. Cattaneo, Ricardo P. Masini, William G. Underwood","submitted_at":"2022-10-01T20:40:52Z","abstract_excerpt":"Yurinskii's coupling is a popular theoretical tool for non-asymptotic distributional analysis in mathematical statistics and applied probability, offering a Gaussian strong approximation with an explicit error bound under easily verifiable conditions. Originally stated in $\\ell_2$-norm for sums of independent random vectors, it has recently been extended both to the $\\ell_p$-norm, for $1 \\leq p \\leq \\infty$, and to vector-valued martingales in $\\ell_2$-norm, under some strong conditions. We present as our main result a Yurinskii coupling for approximate martingales in $\\ell_p$-norm, under subs"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2210.00362","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2210.00362/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}