Berry-Esseen bounds and Diophantine approximation (Q722371): Difference between revisions

Let \(X_1, X_2, \dots\) be independent and identically distributed (i.i.d.) integer valued random variables and let \(S_N=\sum_{n=1}^N X_n\). Let \(\alpha\) be an irrational number and let \(Z_N=\{S_N \alpha\}\), where \(\{\cdot\}\) denotes the fractional part. Then \(Z_N\), \(N = 1,2,\dots\) is a random walk on the circle and the distribution of \(Z_N\) converges weakly to uniform distribution \(U(0,1)\) on \((0,1)\). Let \(\Delta_N=\sup_{0\leq x\leq 1}| {\mathbb P}(\{S_N\alpha\}<x)-x| \). The purpose of the present paper is to give a sharp estimate of \(\Delta_N\) for a large class of i.i.d. integer valued sequences \((X_n)\) and irrational numbers \(\alpha\) depending on the rational approximation properties of \(\alpha\). For instance, one theorem (Theorem 1.1) says: Let \(X_1\), \(X_2\), \dots be i.i.d. integer valued, non-degenerate random variables with \({\mathbb E}X_1^2<\infty\). If \(\alpha\) is badly approximable, then \(C_1N^{-1/2}\leq \Delta_N\leq C_2N^{-1/2}\) for every \(N\in{\mathbb N}\) with some positive constants \(C_1,C_2\) depending only on \(\alpha\) and the distribution of \(X_1\). Stronger estimates are also proved, e.g. if \(X_1, X_2, \dots\) are i.i.d. integer valued non-degenerate random variables with \({\mathbb E}X_1^2=\infty\), or when the irrational \(\alpha\) is of strong type \(\gamma>1\), etc.