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arxiv: 1706.09643 · v1 · pith:CIRTDY3Qnew · submitted 2017-06-29 · 🧮 math.PR

Central limit theorem and Diophantine approximations

classification 🧮 math.PR
keywords approximationsdiophantinefunctionpolynomialabsolutecasescentralcharacteristic
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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.

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