Central limit theorem and Diophantine approximations
Abstract
Let $F_n$ denote the distribution function of the normalized sum $Z_n = (X_1 + \dots + X_n)/\sigma\sqrt{n}$ of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of $F_n$ to the normal law with respect to the Kolmogorov distance, as well as polynomial approximations of $F_n$ by the Edgeworth corrections (modulo logarithmically growing factors in $n$) are given in terms of the characteristic function of $X_1$. Particular cases of the problem are discussed in connection with Diophantine approximations.
- Publication:
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arXiv e-prints
- Pub Date:
- June 2017
- DOI:
- 10.48550/arXiv.1706.09643
- arXiv:
- arXiv:1706.09643
- Bibcode:
- 2017arXiv170609643B
- Keywords:
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- Mathematics - Probability