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Related papers: Edgeworth-type expansion in the entropic free CLT

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We prove an expansion for densities in the free CLT and apply this result to an expansion in the entropic free central limit theorem assuming a moment condition of order 8 for the free summands.

Probability · Mathematics 2011-12-22 G. P. Chistyakov , F. Götze

We prove Edgeworth type expansions for distribution functions of sums of free random variables under minimal moment conditions. The proofs are based on the analytic definition of free convolution. We apply these results to the expansion of…

Probability · Mathematics 2011-12-22 G. P. Chistyakov , F. Götze

An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

Probability · Mathematics 2013-07-25 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

Probability · Mathematics 2011-03-23 Henry Lam , Jose Blanchet , Damian Burch , Martin Z. Bazant

We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…

Probability · Mathematics 2022-08-11 Pascal Beckedorf , Angelika Rohde

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

Probability · Mathematics 2015-02-05 F. Götze , A. Reshetenko

We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

Probability · Mathematics 2025-04-15 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.

Operator Algebras · Mathematics 2011-04-11 John D. Williams

We consider a scheme of equiprobable allocation of particles into cells by sets. The Edgeworth type asymptotic expansion in the local central limit theorem for a number of empty cells left after allocation of all sets of particles is…

Probability · Mathematics 2009-05-27 Saidbek S. Mirakhmedov , Sherzod M. Mirakhmedov

This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-in-$P$ version of the weaker Cram\'{e}r condition in Angst…

Statistics Theory · Mathematics 2019-08-14 Kyungchul Song

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…

Dynamical Systems · Mathematics 2025-12-08 Kasun Fernando , Tanja I. Schindler

We make use of an entropic property to establish a convergence theorem (Main Theorem), which reveals that the conditional entropy measures the asymptotic Gaussianity. As an application, we establish the {\it entropic conditional central…

Probability · Mathematics 2024-07-17 Zhi-Ming Ma , Liu-Quan Yao , Shuai Yuan , Hua-Zi Zhang

We obtain asymptotic expansions for local probabilities of partial sums for uniformly bounded independent but not necessarily identically distributed integer-valued random variables. The expansions involve products of polynomials and…

Probability · Mathematics 2020-12-02 Dmitry Dolgopyat , Yeor Hafouta

We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…

Mathematical Physics · Physics 2024-12-04 Dhriti Ranjan Dolai

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…

Probability · Mathematics 2011-04-20 S. G. Bobkov , G. P. Chistyakov , F. Götze

In this paper, we consider the one-term Edgeworth expansion for finite population L-statistics. We provide an explicit formula for the Edgeworth correction term and give sufficient conditions for the validity of the expansion which are…

Statistics Theory · Mathematics 2012-04-04 Andrius Čiginas

We provide the first quantitative estimates for the rate of convergence in the free multiplicative central limit theorem (CLT), in terms of the Kolmogorov and $r$-Wasserstein distances for $r \geq 1$. While the free additive CLT has been…

Operator Algebras · Mathematics 2025-07-03 Marwa Banna , Nicolas Gilliers , Pei-Lun Tseng

We derive Esseen type bounds of the remainder in a combinatorial central limit theorem for independent random variables without third moments.

Probability · Mathematics 2015-02-19 Andrei N. Frolov

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

Probability · Mathematics 2010-10-19 Jiun-Chau Wang

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

Statistical Mechanics · Physics 2015-05-20 Netanel Hazut , Shlomi Medalion , David A. Kessler , Eli Barkai
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