54 research outputs found

    Central limit theorem and Diophantine approximations

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    Let FnF_n denote the distribution function of the normalized sum Zn=(X1++Xn)/σnZ_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 FnF_n to the normal law with respect to the Kolmogorov distance, as well as polynomial approximations of FnF_n by the Edgeworth corrections (modulo logarithmically growing factors in nn) are given in terms of the characteristic function of X1X_1. Particular cases of the problem are discussed in connection with Diophantine approximations

    Hyperbolic Measures on Infinite Dimensional Spaces

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    Localization and dilation procedures are discussed for infinite dimensional α\alpha-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

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    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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