29,120 research outputs found

    In Search of the Present

    Get PDF

    Convergence of the Fourth Moment and Infinite Divisibility: Quantitative estimates

    Full text link
    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.Comment: 12 page
    corecore