Work

Revisiting the Bobkov-Chistyakov-Götze theorem on approximately Gaussian marginals

Year: 2026
Type: preprint
Abstract: We study one-dimensional marginals of an isotropic, log-concave probability measure in $\mathbb{R}^n$. We show that the Kolmogorov distance between a typical marginal and the standard Gaussian distribution is at most $C/n$, for a universal constant $C > 0$. This bound is optimal in general, up to the value of the universal constant. It improves the Gaussian approximation bound of Bobkov, Chistyakov and Götze by a logarithmic factor in the log-concave setting.
Language: English
Open Access status: green
OpenAlex ID: W7221804342
Cites: 2
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Related to: 10