Error in Central Limit Theorem for i.i.d. random variables with atomic distribution
Error in Central Limit Theorem for i.i.d. random variables with atomic distribution

Dmitry Dolgopyat , University of Maryland
Jadwin Hall 111
We consider sums of independent identically distributed random variables whose distributions have d atoms. Such distributions never admit an Edgeworth expansion of order d1 but we show that for almost all parameters the Edgeworth expansion of order d2 is valid and the error of the order d1 Edgeworth expansion is typically of order n^{(d1)/2}. This is a joint work with Kasum Fernando.