Central Limit Theorem and Diophantine Approximations
被引:7
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作者:
Bobkov, Sergey G.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Minnesota, Sch Math, 127 Vincent Hall,206 Church St SE, Minneapolis, MN 55455 USAUniv Minnesota, Sch Math, 127 Vincent Hall,206 Church St SE, Minneapolis, MN 55455 USA
Bobkov, Sergey G.
[1
]
机构:
[1] Univ Minnesota, Sch Math, 127 Vincent Hall,206 Church St SE, Minneapolis, MN 55455 USA
Central limit theorem;
Diophantine approximation;
Edgeworth expansions;
D O I:
10.1007/s10959-017-0770-4
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Let F-n denote the distribution function of the normalized sum Z(n) = (X-1+ ... +X-n)/(sigma root 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.
机构:
Amer Univ Beirut, Dept Math, Fac Arts & Sci, POB 11-0236 Riad El Solh, Beirut 11072020, LebanonAmer Univ Beirut, Dept Math, Fac Arts & Sci, POB 11-0236 Riad El Solh, Beirut 11072020, Lebanon