Quantification of the Fourth Moment Theorem for Cyclotomic Generating Functions

Abstract

This paper deals with sequences of random variables $X_n$ only taking values in $\{0,\dots ,n\}$. The probability generating functions of such random variables are polynomials of degree $n$. Under the assumption that the roots of these polynomials are either all real or all lie on the unit circle in the complex plane, a quantitative normal approximation bound for $X_n$ is established in a unified way. In the real rooted case the result is classical and only involves the variances of $X_n$, while in the cyclotomic case the fourth cumulants or moments of $X_n$ appear in addition. The proofs are elementary and based on the Stein-Tikhomirov method.

16 pages, 2 figures