A refined version of the integro-local Stone theorem

Publication date 21 February 2017

Abstract: Let

X, X_{1}, X_{2}, l d o t s

be a sequence of non-lattice i.i.d. random variables with

and let

S_{n} := X_{1} + c d o t s + X_{n}

,

n g e 1.

We refine Stone's integro-local theorem by deriving the first term in the asymptotic expansion for the probability

with

x i n m a t h b b R,

D e l t a > 0,

as

n o i n f t y

and establishing uniform bounds for the remainder term, under the assumption that the distribution of

X

satisfies Cram'er's strong non-lattice condition and

for some

r g e 3

.

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