English

Central limit theorem and Diophantine approximations

Probability 2017-06-30 v1

Abstract

Let FnF_n denote the distribution function of the normalized sum Zn=(X1++Xn)/σnZ_n = (X_1 + \dots + X_n)/\sigma\sqrt{n} of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of FnF_n to the normal law with respect to the Kolmogorov distance, as well as polynomial approximations of FnF_n by the Edgeworth corrections (modulo logarithmically growing factors in nn) are given in terms of the characteristic function of X1X_1. Particular cases of the problem are discussed in connection with Diophantine approximations.

Keywords

Cite

@article{arxiv.1706.09643,
  title  = {Central limit theorem and Diophantine approximations},
  author = {Sergey G. Bobkov},
  journal= {arXiv preprint arXiv:1706.09643},
  year   = {2017}
}
R2 v1 2026-06-22T20:33:07.343Z