Conjecture on fifth-order weighted central limit approximation

From papers

Let X1,,XNX_1,\ldots,X_N be independent and identically distributed centered random variables satisfying

EX1=0,EX12=1,EX13=0,EX15<+.\mathbf{E}X_1=0,\qquad \mathbf{E}X_1^2=1,\qquad \mathbf{E}X_1^3=0,\qquad \mathbf{E}|X_1|^5<+\infty.

Let wˉ(x)C0([0,1])\bar w(x)\in C_0^\infty([0,1]) be a weighting function with

01wˉ(x)dx=1,\int_0^1\bar w(x)\,dx=1,

and define

AˉN=n=0N1wˉ(n/N)>0.\bar A_N=\sum_{n=0}^{N-1}\bar w(n/N)>0.

Weighted fifth-order central limit conjecture. There exists such a weighting function wˉ\bar w and a universal constant C3>0C_3>0 for which

supxRP(1AˉNn=1N1wˉ(n/N)Xnx)G(x)C3EX15N3/2,\sup_{x\in\mathbb{R}}\left|\mathbf{P}\left(\frac{1}{\sqrt{\bar A_N}}\sum_{n=1}^{N-1}\sqrt{\bar w(n/N)}X_n\leq x\right)-\mathcal{G}(x)\right|\leq\frac{C_3\mathbf{E}|X_1|^5}{N^{3/2}},

where

G(x)=12πxexp(t2/2)dtEX14382πN(x33x)exp(x2/2).\mathcal{G}(x)=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^x\exp(-t^2/2)\,dt-\frac{\mathbf{E}|X_1|^4-3}{8\sqrt{2\pi}N}(x^3-3x)\exp(-x^2/2).

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 N3/2N^{-3/2} bound; the source gives no resolution.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

Zhicheng Tong and Yong Li, “Weighted Birkhoff averages: Deterministic and probabilistic perspectives”, arXiv:2505.03210 (2026).

Solutions 0

No solutions have been posted yet.