The Chebyshev–Edgeworth correction in the central limit theorem for integer-valued independent summands
Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 4, pp. 676-692 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

We give a short overview of the results related to the refined forms of the central limit theorem, with a focus on independent integer-valued random variables (r.v.'s). In the independent and non-identically distributed (non-i.i.d.) case, an approximation is then developed for the distribution of the sum by means of the Chebyshev–Edgeworth correction containing the moments of the third order.
Keywords: central limit theorem, the Chebyshev–Edgeworth correction, integer-valued random variables.
@article{TVP_2021_66_4_a3,
     author = {S. G. Bobkov and V. V. Ulyanov},
     title = {The {Chebyshev{\textendash}Edgeworth} correction in the central limit theorem for integer-valued independent summands},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {676--692},
     year = {2021},
     volume = {66},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a3/}
}
TY  - JOUR
AU  - S. G. Bobkov
AU  - V. V. Ulyanov
TI  - The Chebyshev–Edgeworth correction in the central limit theorem for integer-valued independent summands
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2021
SP  - 676
EP  - 692
VL  - 66
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a3/
LA  - ru
ID  - TVP_2021_66_4_a3
ER  - 
%0 Journal Article
%A S. G. Bobkov
%A V. V. Ulyanov
%T The Chebyshev–Edgeworth correction in the central limit theorem for integer-valued independent summands
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2021
%P 676-692
%V 66
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a3/
%G ru
%F TVP_2021_66_4_a3
S. G. Bobkov; V. V. Ulyanov. The Chebyshev–Edgeworth correction in the central limit theorem for integer-valued independent summands. Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 4, pp. 676-692. http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a3/

[1] V. Becher, Y. Bugeaud, T. A. Slaman, “The irrationality exponents of computable numbers”, Proc. Amer. Math. Soc., 144:4 (2016), 1509–1521 | DOI | MR | Zbl

[2] S. Bernshtein, “Ob odnom vidoizmenenii neravenstva Chebysheva i o pogreshnosti formuly Laplasa”, Uch. zap. nauch.-issl. kafedr Ukrainy. Otd. matem., 1 (1924), 38–49 ; Собрание сочинений, т. 4, Теория вероятностей. Математическая статистика (1911–1946), Наука, М., 1964, 71–79 | Zbl | MR | Zbl

[3] S. N. Bernshtein, “Vozvrat k voprosu o tochnosti predelnoi formuly Laplasa”, Izv. AN SSSR. Ser. matem., 7:1 (1943), 3–16 ; Собрание сочинений, т. 4, Теория вероятностей. Математическая статистика (1911–1946), Наука, М., 1964, 396–408 | MR | Zbl | MR | Zbl

[4] A. Bikyalis, “Otsenki ostatochnogo chlena v tsentralnoi predelnoi teoreme”, Litovsk. matem. sb., 6:3 (1966), 323–346 | MR | Zbl

[5] S. G. Bobkov, “Asymptotic expansions for products of characteristic functions under moment assumptions of non-integer orders”, Convexity and concentration, IMA Vol. Math. Appl., 161, Springer, New York, 2017, 297–357 | DOI | MR | Zbl

[6] S. G. Bobkov, “Central limit theorem and Diophantine approximations”, J. Theoret. Probab., 31:4 (2018), 2390–2411 | DOI | MR | Zbl

[7] P. Tchebycheff, “Sur deux théorèmes relatifs aux probabilités”, Acta Math., 14:1 (1890), 305–315 | DOI | MR | Zbl | Zbl

[8] Tseng Tung Cheng, “The normal approximation to the Poisson distribution and a proof of a conjecture of Ramanujan”, Bull. Amer. Math. Soc., 55 (1949), 396–401 | DOI | MR | Zbl

[9] H. Cramér, “On the composition of elementary errors. II. Statistical applications”, Scand. Actuar. J., 11 (1928), 141–180 | DOI | Zbl

[10] H. Cramér, Random variables and probability distributions, Cambridge Tracts in Math. and Math. Phys., 39, 2nd ed., Cambridge Univ. Press, New York, 1962, viii+119 pp. ; 1st ed., 1937, viii+121 pp. | MR | Zbl | Zbl

[11] P. Deheuvels, M. L. Puri, S. S. Ralescu, “Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables”, J. Multivariate Anal., 28:2 (1989), 282–303 | DOI | MR | Zbl

[12] C.-G. Esseen, “Fourier analysis of distribution functions. A mathematical study of the Laplace–Gaussian law”, Acta Math., 77 (1945), 1–125 | DOI | MR | Zbl

[13] W. Feller, “On the normal approximation to the binomial distribution”, Ann. Math. Statistics, 16:4 (1945), 319–329 | DOI | MR | Zbl

[14] F. Götze, A. Yu. Zaitsev, “Explicit rates of approximation in the CLT for quadratic forms”, Ann. Probab., 42:1 (2014), 354–397 | DOI | MR | Zbl

[15] B. V. Gnedenko, A. N. Kolmogorov, Limit distributions for sums of independent random variables, 2nd ed., Addison-Wesley Publishing Co., Reading, MA–London–Don Mills., ON, 1968, ix+293 pp. | MR | MR | Zbl

[16] V. G. Mikha\v{i}lov, “On a refinement of the central limit theorem for sums of independent random indicators”, Theory Probab. Appl., 38:3 (1993), 479–489 | DOI | MR | Zbl

[17] L. V. Osipov, “Asymptotic expansions of the distribution function of a sum of independent lattice random variables”, Theory Probab. Appl., 14:3 (1969), 450–457 | DOI | MR | Zbl

[18] V. V. Petrov, Sums of independent random variables, Ergeb. Math. Grenzgeb., 82, Springer-Verlag, New York–Heidelberg, 1975, x+346 pp. | DOI | MR | MR | Zbl | Zbl

[19] V. V. Petrov, Limit theorems of probability theory. Sequences of independent random variables, Oxford Stud. Probab., 4, The Clarendon Press, Oxford Univ. Press, New York, 1995, xii+292 pp. | MR | Zbl

[20] Yu. V. Prokhorov, V. V. Ulyanov, “Some approximation problems in statistics and probability”, Limit theorems in probability, statistics and number theory, Springer Proc. Math. Stat., 42, Springer, Heidelberg, 2013, 235–249 | DOI | MR | Zbl

[21] V. Statulyavichyus, “Ob asimptoticheskom razlozhenii kharakteristicheskoi funktsii summy nezavisimykh sluchainykh velichin”, Litovsk. matem. sb., 2:2 (1962), 227–232 | MR | Zbl

[22] V. A. Statuljavičus, “Limit theorems for densities and asymptotic expansions for distributions of sums of independent random variables”, Theory Probab. Appl., 10:4 (1965), 582–595 | DOI | MR | Zbl

[23] V. V. Ulyanov, “Asymptotic Expansions for Distributions of Sums of Independent Random Variables in $H$”, Theory Probab. Appl., 31:1 (1987), 25–39 | DOI | MR | Zbl

[24] J. V. Uspensky, Introduction to mathematical probability, McGraw-Hill Book Co., New York–London, 1937, ix+411 pp. | Zbl

[25] A. Yu. Volkova, “A refinement of the central limit theorem for sums of independent random indicators”, Theory Probab. Appl., 40:4 (1995), 791–794 | DOI | MR | Zbl