Central limit theorem and Diophantine approximations
Probability
2017-06-30 v1
Abstract
Let denote the distribution function of the normalized sum of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of to the normal law with respect to the Kolmogorov distance, as well as polynomial approximations of by the Edgeworth corrections (modulo logarithmically growing factors in ) are given in terms of the characteristic function of . Particular cases of the problem are discussed in connection with Diophantine approximations.
Cite
@article{arxiv.1706.09643,
title = {Central limit theorem and Diophantine approximations},
author = {Sergey G. Bobkov},
journal= {arXiv preprint arXiv:1706.09643},
year = {2017}
}