Convergence of the Fourth Moment and Infinite Divisibility: Quantitative estimates
Probability
2014-02-26 v1
Abstract
We give an estimate for the Kolmogorov distance between an infinitely divisible distribution (with mean zero and variance one) and the standard Gaussian distribution in terms of the difference between the fourth moment and 3. In a similar fashion we give an estimate for the Kolmogorov distance between a freely infinitely divisible distribution and the Semicircle distribution in terms of the difference between the fourth moment and 2.
Keywords
Cite
@article{arxiv.1402.6283,
title = {Convergence of the Fourth Moment and Infinite Divisibility: Quantitative estimates},
author = {Octavio Arizmendi and Arturo Jaramillo},
journal= {arXiv preprint arXiv:1402.6283},
year = {2014}
}
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12 pages