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Quantification of the Fourth Moment Theorem for Cyclotomic Generating Functions (2401.09418v1)

Published 17 Jan 2024 in math.PR and math.CO

Abstract: This paper deals with sequences of random variables $X_n$ only taking values in ${0,\ldots,n}$. The probability generating functions of such random variables are polynomials of degree $n$. Under the assumption that the roots of these polynomials are either all real or all lie on the unit circle in the complex plane, a quantitative normal approximation bound for $X_n$ is established in a unified way. In the real rooted case the result is classical and only involves the variances of $X_n$, while in the cyclotomic case the fourth cumulants or moments of $X_n$ appear in addition. The proofs are elementary and based on the Stein-Tikhomirov method.

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