Non-Uniform Bounds in Local Limit Theorems in Case of Fractional Moments

S. G. Bobkov; G. P. Chistyakov; F. Götze

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arXiv · 1104.3759

Non-Uniform Bounds in Local Limit Theorems in Case of Fractional Moments

S. G. Bobkov·G. P. Chistyakov·F. Götze

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Abstract

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$, where $s$ may be noninteger.

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S. G. Bobkov, G. P. Chistyakov, F. Götze. 2011-04-19. Non-Uniform Bounds in Local Limit Theorems in Case of Fractional Moments. https://arxiv.org/abs/1104.3759

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