3 papers
math.PR2023
Asymptotic Expansions and two-sided Bounds in Randomized Central Limit Theorems
S. G. Bobkov, G. P. Chistyakov, F. Götze
Lower and upper bounds are explored for the uniform (Kolmogorov) and -distances between the distributions of weighted sums of dependent summands and the normal law. The result…
math.PR2023
Strictly subgaussian probability distributions
S. G. Bobkov, G. P. Chistyakov, F. Götze
We explore the class of probability distributions on the real line whose Laplace transform admits a strong upper bound of subgaussian type. Using Hadamard's factorization theorem,…
math.PR2013
The Entropic Erdős-Kac Limit Theorem
S. G. Bobkov, G. P. Chistyakov, H. Kösters
We prove entropic and total variation versions of the Erdős-Kac limit theorem for the maximum of the partial sums of i.i.d. random variables with densities.