On natural convergence rate estimates in the Lindeberg theorem

DOI10.1007/S13171-020-00206-3MaRDI QIDQ2082341zbMATH OpenOpenAlexFDO

Authors Ruslan Gabdullin, Vladimir I. Makarenko, Irina Shevtsova

Publication date 4 October 2022

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.12091

zbMATH Keywords

absolute constantcentral limit theoremLindeberg's conditionnatural convergence rate estimatenormal approximationtruncated moment

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Abstract: We prove two estimates of the rate of convergence in the Lindeberg theorem, involving algebraic truncated third-order moments and the classical Lindeberg fraction, which generalize a series of inequalities due to (Esseen, 1969), (Rozovskii, 1974), (Wang, Ahmad, 2016), some of our recent results in (Gabdullin, Makarenko, Shevtsova, 2018, 2019) and, up to constant factors, also (Katz, 1963), (Petrov, 1965), (Osipov, 1966). The technique used in the proof is completely different from that in (Wang, Ahmad, 2016) and is based on some extremal properties of introduced fractions which has not been noted in (Katz, 1963), (Petrov, 1965), (Wang, Ahmad, 2016).

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Cited in

(2)

• Esseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theorem
• scientific article; zbMATH DE number 1166245 (Why is no real title available?)

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