A Central Limit Theorem Under Metric Entropy with $L_2$ Bracketing
A Central Limit Theorem Under Metric Entropy with $L_2$ Bracketing
Let $(\mathbf{S}, \rho)$ be a metric space, $(\mathbf{V}, \mathscr{V}, \mu)$ be a probability space, and $f: \mathbf{S} \times \mathbf{V} \rightarrow \mathbb{R}$ be a real-valued function on $\mathbf{S} \times \mathbf{V}$ which has mean zero and is Lipschitz in $L_2(\mu)$ with respect to $\rho$. Let $V$ be a random variable defined on …