54 research outputs found
Central limit theorem and Diophantine approximations
Let denote the distribution function of the normalized sum of i.i.d. random variables with finite fourth
absolute moment. In this paper, polynomial rates of convergence of to the
normal law with respect to the Kolmogorov distance, as well as polynomial
approximations of by the Edgeworth corrections (modulo logarithmically
growing factors in ) are given in terms of the characteristic function of
. Particular cases of the problem are discussed in connection with
Diophantine approximations
Hyperbolic Measures on Infinite Dimensional Spaces
Localization and dilation procedures are discussed for infinite dimensional
-concave measures on abstract locally convex spaces (following Borell's
hierarchy of hyperbolic measures).Comment: 25 Page
Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
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.Comment: Published in at http://dx.doi.org/10.1214/12-AOP780 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
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