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

TL;DR
This paper investigates the rate at which rescaled additive functionals of the sine-process converge to a Gaussian distribution, providing explicit bounds on the Kolmogorov-Smirnov distance depending on the function's properties.
Contribution
It establishes new upper bounds on the convergence speed in the Kolmogorov-Smirnov metric for the sine-process, depending on the smoothness or holomorphicity of the test functions.
Findings
Bound of c/ log R for smooth functions
Bound of c/R for holomorphic functions
Convergence rate depends on function regularity
Abstract
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 the Kolmogorov-Smirnov distance is bounded from above by for a smooth function and by for a function holomorphic in a horizontal strip.
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Taxonomy
TopicsComplex Systems and Time Series Analysis
