Quantification of the Fourth Moment Theorem for Cyclotomic Generating Functions

Abstract

This paper deals with sequences of random variables Xn only taking values in \0,…,n\. The probability generating functions of such random variables are polynomials of degree n. Under the assumption that the roots of these polynomials are either all real or all lie on the unit circle in the complex plane, a quantitative normal approximation bound for Xn is established in a unified way. In the real rooted case the result is classical and only involves the variances of Xn, while in the cyclotomic case the fourth cumulants or moments of Xn appear in addition. The proofs are elementary and based on the Stein-Tikhomirov method.

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