We give a detailed exposition of the proof of Richter’s local limit theorem in a refined form and establish the stability of the remainder term in this theorem under small perturbations of the underlying distribution (including smoothing).We also discuss related quantitative bounds for characteristic functions and Laplace transforms.
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Strictly subgaussian probability distributions
We explore probability distributions on the real line whose Laplace transform admits an upper bound of subgaussian type known as strict subgaussianity. One class in this family corresponds to entire characteristic functions having only real zeros in the complex plane. Using Hadamard’s factorization theorem, we extend this class and propose new sufficient conditions for strict subgaussianity in terms of location of zeros of the associated characteristic functions. The second part of this note deals with Laplace transforms of strictly subgaussian distributions with periodic components. This class contains interesting examples, for which the central limit theorem with respect to the Rényi entropy divergence of infinite order holds.
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- Award ID(s):
- 2154001
- PAR ID:
- 10613500
- Publisher / Repository:
- Inst. Math. Statist.
- Date Published:
- Journal Name:
- Electronic Journal of Probability
- Volume:
- 29
- ISSN:
- 1083-6489
- Page Range / eLocation ID:
- 1-28
- Subject(s) / Keyword(s):
- Subgaussian distributions zeros entire functions.
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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