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math.PR2017
Berry-Esseen Bounds for typical weighted sums
Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze
Under correlation-type conditions, we derive upper bounds of order for the Kolmogorov distance between the distributions of weighted sums of dependent summands…
math.PR2017
Edgeworth-type expansion in the entropic free CLT
Gennadii Chistyakov, Friedrich Götze
We prove an expansion for densities in the free CLT and apply this result to an expansion in the entropic free central limit theorem assuming a moment condition of order four for t…