On a Berry-Esseen type limit theorem for Boolean convolution (Q2078115)

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On a Berry-Esseen type limit theorem for Boolean convolution
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    On a Berry-Esseen type limit theorem for Boolean convolution (English)
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    25 February 2022
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    The Berry-Esseen theorem, which gives the rate of the scaled mean of a random sample convergence to normality with respect to the Kolmogorov distance, is a quantitative version of the Central Limit Theorem. \textit{G. P. Chistyakov} and \textit{F. Götze} [Ann. Probab. 36, No. 1, 54--90 (2008; Zbl 1157.46037)] obtained the free analogue of the Berry-Esseen theorem. A Berry-Esseen type inequality is proved in the case of monotone probability by \textit{O. Arizmendi} et al. [Int. Math. Res. Not. 2021, No. 23, 18037--18056 (2021; Zbl 1489.60036)]. Using the Lévy distance, \textit{O.~Arizmendi} and \textit{M.~Salazar} established a Berry-Esseen type estimate for the Boolean central limit theorem; see [Arch. Math. 111, No.~1, 101--111 (2018; Zbl 1402.46042)]. The authors of the paper under review improves the above result on Berry-Esseen type inequalites in the Boolean probability theory by showing that if \(\mu\) is a probability measure with finite sixth moment such that the first and second moment of \(\mu\) is \(0\) and \(1\) respectively, and \(\textbf{b}\) denotes the symmetric Bernoulli distribution, then for \(n\) large enough, there exists a constant \(C\) depending only on \(\mu\) such that \[ d_{\textrm {Lev}}(D_{\frac{1}{\sqrt{n}}} \mu^{\biguplus n}, \textbf{b}) \leq \frac{7}{2} \frac{C + 2}{\sqrt{n}}, \] where \(d_{\textrm {Lev}}\) stands for Lévy distance, \(D_a \mu\) denotes the dilation of \(\mu\) by a factor \(a > 0\), and \(\biguplus\) denotes Boolean convolution. The main idea to prove the above result is to bound the Lévy distance of any measure to the Bernoulli distribution as well as a quantitative version of the Stieltjes-Perron inversion formula.
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    Berry-Esseen theorem
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    Boolean central limit theorem
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    Lévy distance
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    Stieltjes-Perron formula
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