The Speed of Convergence with respect to the Kolmogorov-Smirnov Metric in the Soshnikov Central Limit Theorem for the Sine-Process

Fuente: arXiv
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Main Author: Bufetov, Alexander I.
Format: Preprint
Published: 2024
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author Bufetov, Alexander I.
author_facet Bufetov, Alexander I.
contents For rescaled additive functionals of the sine-process, upper bounds are obtained for their speed of convergence to the Gaussian distribution with respect to the Kolmogorov-Smirnov metric. Under scaling with coefficient $R$ the Kolmogorov-Smirnov distance is bounded from above by $c/\log R$ for a smooth function and by $c/R$ for a function holomorphic in a horizontal strip.
format Preprint
id arxiv_https___arxiv_org_abs_2412_20910
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Speed of Convergence with respect to the Kolmogorov-Smirnov Metric in the Soshnikov Central Limit Theorem for the Sine-Process
Bufetov, Alexander I.
Probability
Mathematical Physics
Classical Analysis and ODEs
Dynamical Systems
Functional Analysis
60B20
For rescaled additive functionals of the sine-process, upper bounds are obtained for their speed of convergence to the Gaussian distribution with respect to the Kolmogorov-Smirnov metric. Under scaling with coefficient $R$ the Kolmogorov-Smirnov distance is bounded from above by $c/\log R$ for a smooth function and by $c/R$ for a function holomorphic in a horizontal strip.
title The Speed of Convergence with respect to the Kolmogorov-Smirnov Metric in the Soshnikov Central Limit Theorem for the Sine-Process
topic Probability
Mathematical Physics
Classical Analysis and ODEs
Dynamical Systems
Functional Analysis
60B20
url https://arxiv.org/abs/2412.20910