Rate of convergence in CLT on stratified groups (Q1175673)

Let \(G\) be a simply connected nilpotent Lie group whose Lie algebra admits a stratification \(\bigoplus_{j=1}^ s V_ j\), and let \((\delta_ t)_{t>0}\) denote the associated group of dilations of \(G\). If \((\nu_ t)_{t>0}\) is the Gaussian semigroup on \(G\) with infinitesimal generator \(\sum_{1\leq i\leq k_ 1}X_ i^ 2\), where \(\{ X_ 1,\dots ,X_{k_ 1}\} \) is a basis of \(V_ 1\), then the following well-known central limit theorem is valid: If \(\mu\) is a probability measure on \(G\) satisfying appropriate moment conditions, then the sequence \((\delta_{1/\sqrt n}(\mu^{*n}))_{n\geq 1}\) converges weakly to \(\nu:=\nu_ 1\). In the paper under review the author sets out to examine the rate of convergence in this very theorem. He gives a uniform and nonuniform estimation: 1. If \(\beta_ k (\mu ,\nu)\) denotes the \(k\)-th homogeneous pseudomoment of \(| \mu -\nu|\) and if \(\beta_{3s} (\mu ,\nu)\) is not too large, then \[ \left\| \delta_{1/\sqrt n}(\mu^{*n})- \nu\right\| \leq \text{const}\Bigl(\beta_ 3 (\mu ,\nu)n^{-1/2} + \beta_{3s} (\mu ,\nu) n^{-(3s-2)/2}\Bigr) \] which gives the optimal speed of convergence (Theorem 1). 2. If \(| .|\) is an appropriate homogeneous norm on \(G\), then for the corresponding balls \[ B(a,r):=\;\{x\in G:\;| a^{-1}x| < r\} \] one has \[ \left| \delta_{1/\sqrt n}(\mu^{*n})(B(a,r))-\nu (B(a,r))\right|\leq\text{const}\cdot \kappa (a,r)\bigl( \beta_ 3 (\mu ,\nu)+\beta_{3s}(\mu ,\nu)\bigr) n^{-1/2}\text{ (Theorem 2)}. \] The rather long proofs follow the methods that have been used for Euclidean spaces and Banach spaces. In addition, extensive use is made of the analysis on homogeneous groups.