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Stable Central Limit Theorem in Total Variation Distance
Li, Xiang1,2; Xu, Lihu1,2; Yang, Haoran3
2025-03-01
Source PublicationJournal of Theoretical Probability
ISSN0894-9840
Volume38Issue: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.

KeywordStable Central Limit Theorem Total Variation Distance Optimal Convergence Rate Measure Decomposition Backward InductiOn On α
DOI10.1007/s10959-024-01385-7
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:001367742000002
PublisherSPRINGER/PLENUM PUBLISHERS233 SPRING ST, NEW YORK, NY 10013
Scopus ID2-s2.0-85211140316
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Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorXu, Lihu
Affiliation1.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 AffilicationFaculty of Science and Technology
Corresponding Author AffilicationFaculty 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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