Central limit theorem and Diophantine approximations (Q1800506)

Let \(X_{1},\ldots,X_{n}\) be independent, identically distributed random variables with mean zero, variance \(\sigma^{2} \left(\sigma >0 \right) \) and finite fourth absolute moment. Let \[Z_{n} = \frac{X_{1}+\cdots+X_{n}}{\sigma \sqrt{n}}.\] and denote by \(F_{n}\left(x \right) =P\left\lbrace Z_{n} \le x\right\rbrace \) its distribution function. In this paper, the author discusses non-uniform bounds on \(\left|F_{n}\left(x \right) - \Phi_{3}\left( x\right) \right| \), where \[\Phi_{3}\left( x\right)= \Phi\left(x \right) - \frac{EX_{1}^{3}}{\sigma^{3}\sqrt{n}} \left(x^{2}-1 \right) \phi\left( x\right) \] and \(\Phi\left(x \right) \) is the standard normal distribution function with density \(\phi\left( x\right) \). From the author's abstract: ``\dots polynomial rates of convergence \(F_{n}\) 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.''