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

Mathematics – Probability

Scientific paper

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Scientific paper

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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