On the asymptotic behaviour of the integral \(\int_0^\infty e^{itx}\left(\frac{1}{x^\alpha}-\frac{1}{[x^\alpha]+1}\right)dx (t\to 0)\) and rates of convergence to \(\alpha\)-stable limit laws (Q5945533)

The behavior of the exponential sums of special kind is studied in a small neighbourhood of \(t=0\) for the values of the parameter \(0<\alpha\leq 1\). The main result yields an exact estimate of the remainder term in the corresponding Tauberian theorem. The obtained asymptotic relations provide optimal uniform rates of convergence in limit theorems for partial sums of independent random variables with common distribution function.