English

A dichotomy for CLT in total variation

Probability 2016-06-21 v1

Abstract

Let ηi\eta_i, i1i\ge 1, be a sequence of independent and identically distributed random variables with finite third moment, and let Δn\Delta_n be the total variation distance between the distribution of Sn:=i=1nηiS_n:=\sum_{i=1}^n\eta_i and the normal distribution with the same mean and variance. In this note, we show the dichotomy that either Δn=1\Delta_n=1 for all nn or Δn=O(n1/2)\Delta_n=O\left(n^{-1/2}\right).

Keywords

Cite

@article{arxiv.1606.05700,
  title  = {A dichotomy for CLT in total variation},
  author = {Aihua Xia},
  journal= {arXiv preprint arXiv:1606.05700},
  year   = {2016}
}

Comments

9 pages

R2 v1 2026-06-22T14:28:22.324Z