Conjecture on fifth-order weighted central limit approximation
Conjecture on fifth-order weighted central limit approximation
Let be independent and identically distributed centered random variables satisfying
Let be a weighting function with
and define
Weighted fifth-order central limit conjecture. There exists such a weighting function and a universal constant for which
where
This is proposed as a measure-theoretic analogue of known weighted central limit estimates with corrected normal distributions. The conjectural part is the existence of a smooth normalized weighting function satisfying the stated uniform bound; the source gives no resolution.
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Sources & referencesView supporting material
Primary source
Zhicheng Tong and Yong Li, “Weighted Birkhoff averages: Deterministic and probabilistic perspectives”, arXiv:2505.03210 (2026).
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