Residential College | false |
Status | 即將出版Forthcoming |
Stable Central Limit Theorem in Total Variation Distance | |
Li, Xiang1,2; Xu, Lihu1,2![]() ![]() | |
2025-03-01 | |
Source Publication | Journal of Theoretical Probability
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ISSN | 0894-9840 |
Volume | 38Issue:1Pages:16 |
Abstract | Under certain general conditions, we prove that the stable central limit theorem holds in total variation distance and get its optimal convergence rate for all α∈(0,2). Our method is by two measure decompositions, one-step estimates, and a very delicate induction with respect to α. One measure decomposition is light tailed and borrowed from Bally (Bernoulli 22:2442–2485, 2016), while the other one is heavy tailed and indispensable for lifting convergence rate for small α. The proof is elementary and composed of ingredients at the postgraduate level. Our result clarifies that when α=1 and X has a symmetric Pareto distribution, the optimal rate is n rather than n(lnn) as conjectured in the literature. |
Keyword | Stable Central Limit Theorem Total Variation Distance Optimal Convergence Rate Measure Decomposition Backward InductiOn On α |
DOI | 10.1007/s10959-024-01385-7 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:001367742000002 |
Publisher | SPRINGER/PLENUM PUBLISHERS233 SPRING ST, NEW YORK, NY 10013 |
Scopus ID | 2-s2.0-85211140316 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Xu, Lihu |
Affiliation | 1.Faculty of Science and Technology, University of Macau, E11 Avenida da Universidade, Macau 999078, China 2.Zhuhai UM Science & amp; Technology Research Institute, Zhuhai, 519031, China 3.School of Mathematical Sciences, Peking University, Beijing, No. 5 Yiheyuan Road, Haidian District, 100871, China |
First Author Affilication | Faculty of Science and Technology |
Corresponding Author Affilication | Faculty of Science and Technology |
Recommended Citation GB/T 7714 | Li, Xiang,Xu, Lihu,Yang, Haoran. Stable Central Limit Theorem in Total Variation Distance[J]. Journal of Theoretical Probability, 2025, 38(1), 16. |
APA | Li, Xiang., Xu, Lihu., & Yang, Haoran (2025). Stable Central Limit Theorem in Total Variation Distance. Journal of Theoretical Probability, 38(1), 16. |
MLA | Li, Xiang,et al."Stable Central Limit Theorem in Total Variation Distance".Journal of Theoretical Probability 38.1(2025):16. |
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