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The central limit theorem for empirical processess on V-C classes: a majorizing measure approach

Abstract

Alexander (1987) gave necessary and sufficient conditions for the central limit theorem for empirical processes on Vapnik-Cervonenkis classes of functions. In this paper we present a different version of his result using Talagrand's analytic characterization of pregaussianness (the majorizing measure condition). Our proof can be directly extended to give the corresponding result in the non-gaussian stable case

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