\documentclass[11pt,a4paper]{article} \usepackage[a4paper,left=25mm,right=25mm,top=24mm,bottom=24mm]{geometry} \usepackage{amsmath,amssymb,amsthm,mathtools,mathrsfs} \usepackage{microtype,booktabs,longtable,array,enumitem,xurl,xcolor} \usepackage[hidelinks,hypertexnames=false,bookmarksnumbered]{hyperref} \setlength{\emergencystretch}{4em} \setlength{\parskip}{2pt} \setcounter{tocdepth}{1} \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{proposition}[theorem]{Proposition} \newtheorem{corollary}[theorem]{Corollary} \theoremstyle{definition} \newtheorem{definition}[theorem]{Definition} \newtheorem{assumption}[theorem]{Assumption} \theoremstyle{remark} \newtheorem{remark}[theorem]{Remark} \newcommand{\E}{\mathbb E} \newcommand{\Pp}{\mathbb P} \newcommand{\Prob}{\mathbb P} \newcommand{\R}{\mathbb R} \newcommand{\N}{\mathbb N} \newcommand{\Z}{\mathbb Z} \newcommand{\Q}{\mathbb Q} \newcommand{\ii}{\mathrm i} \newcommand{\e}{\mathrm e} \newcommand{\dd}{\,\mathrm d} \newcommand{\CE}{C_{\mathrm E}} \newcommand{\PE}{P_{\mathrm E}} \newcommand{\Dn}{\Delta_n} \newcommand{\D}{\Delta_n} \newcommand{\phiZ}{\phi_0} \newcommand{\phiZero}{\phi_0} \newcommand{\phio}{\phi(0)} \newcommand{\eps}{\varepsilon} \newcommand{\pos}[1]{(#1)_+} \newcommand{\cR}{\mathcal R} \newcommand{\cP}{\mathcal P} \newcommand{\one}{\mathbf 1} \newcommand{\Sym}{\operatorname{Sym}} \newcommand{\Lam}{\frac{59}{250}} \newcommand{\rhoMax}{\frac{15}{8}} \newcommand{\CertificateCells}{111} \newcommand{\CertificateCoefficients}{6,549} \DeclareMathOperator{\Var}{Var} \DeclareMathOperator{\Cov}{Cov} \DeclareMathOperator{\supp}{supp} \DeclareMathOperator{\dist}{dist} \DeclareMathOperator{\sgn}{sgn} \title{Moment defects and sharp iid Berry--Esseen bounds\\ \large Structure, lattice asymptotics, and effective estimates} \author{Kacper Rodziewicz \and Bartosz Ko{\l}odziejek} \date{Working draft --- 7 October 2026} \begin{document} \maketitle \begin{center}\small This is a working draft. A revised and corrected version is intended for submission to arXiv. \end{center} \begin{abstract} The known sharp third-moment inequality supplies an exact defect that identifies the standardized two-point family and controls transport and characteristic functions. We develop the corresponding Fourier reduction and give the qualitative eventual upper-bound argument. A penalized extremal problem yields eventual two-point optimality and a uniform linear deficit, with sharp cubic Wasserstein stability. A fifth-order lattice saddle gives the full oscillatory \(n^{-2}\) correction for the optimal constants. A separate effective argument proves \(C_n0$, and $x\in\mathbb R$, put \[ g_{X,n,h,x}(t)=e^{-2\pi\ii x\sqrt n\,t/h} \varphi_X(2\pi t/h)^n, \] \[ \mathcal U^+_{X,n,h}(x):={1\over2}+\mathfrak I_K(g_{X,n,h,x}), \qquad \mathcal U^-_{X,n,h}(x):={1\over2}- \mathfrak I_{\overline K}(g_{X,n,h,x}). \tag{P8} \] For $Z=(X_1+\cdots+X_n-x\sqrt n)/h$, the lemma gives \[ \mathcal U^+_{X,n,h}(x)=\E M(Z),\qquad \mathcal U^-_{X,n,h}(x)=\E\{1-M(-Z)\}, \tag{P9} \] and therefore \[ \begin{aligned} F_{n,X}(x)&=\mathcal U^+_{X,n,h}(x)-\E e_B(Z),\\ F_{n,X}(x-)&=\mathcal U^-_{X,n,h}(x)+\E e_B(-Z). \end{aligned} \tag{P10} \] Thus $\mathcal U^+$ is an upper operator for the closed half-line and $\mathcal U^-$ a lower operator for the open half-line. In particular, \[ D_X^+(x)\le\mathcal U^+_{X,n,h}(x)-\Phi(x),\qquad D_X^-(x)\le\Phi(x)-\mathcal U^-_{X,n,h}(x). \tag{P11} \] \begin{theorem}[two-point asymptotics]\label{orig:thm:twopoint} If $C_Q^*(n)$ is the supremum defining $C_n$ restricted to standardized two-point laws, then \[ C_Q^*(n)=\CE-\frac{\kappa_\infty}{n}+o(n^{-1}), \qquad \kappa_\infty=\frac{867+287\sqrt{10}} {25920\sqrt{2\pi}}. \] \end{theorem} \begin{theorem}[qualitative eventual upper bound]\label{orig:thm:eventual} There exists an integer $N_0$ such that \[ C_n\le\CE\qquad(n\ge N_0). \] \end{theorem} \section{The exact moment defect}\label{orig:sec:defect} The elementary identities \[ ab=1,\qquad a+b=s,\qquad b-a=\gamma \] show that $Z_\gamma$ has moments $0,1,\gamma$ of orders one, two and three. Its third absolute moment is \[ \rho_2(\gamma)=\frac{b}{s}a^3+\frac{a}{s}b^3 =s-\frac2s=\frac{\gamma^2+2}{s}. \] \begin{proof}[Proof of Theorem~\ref{orig:thm:defect}] For $\gamma\ne0$, the density $w_\gamma$ below is the normalized osculatory error of Mattner--Shevtsova \cite[Lemma~2.4(b)]{MattnerShevtsova2019}, applied to $x^3$ at the nodes $-a,b$. Its formula extends continuously to $\gamma=0$. We record its explicit factorization. Define \[ c_\gamma=\frac{\gamma(\gamma^2+6)}{s^3} \] and \[ w_\gamma(x)=|x|^3-c_\gamma x^3-\frac{12}{s^3}x^2 +\frac{6\gamma}{s^3}x+\frac4{s^3}. \] Notice that the denominator occurring below is strictly positive, since \[ 1-c_\gamma^2 =\frac{(\gamma^2+4)^3-\gamma^2(\gamma^2+6)^2} {(\gamma^2+4)^3} =\frac{4(3\gamma^2+16)}{(\gamma^2+4)^3}>0. \] Using $ab=1$, $a+b=s$ and $b-a=\gamma$, direct multiplication gives \begin{align} w_\gamma(x) &=\frac{2a^2}{s^3}(x-b)^2\{2+(a+3b)x\},&&x\ge0,\label{orig:eq:wplus}\\ w_\gamma(-t) &=\frac{2b^2}{s^3}(t-a)^2\{2+(3a+b)t\},&&t\ge0.\label{orig:eq:wminus} \end{align} Both right-hand sides are nonnegative, and they vanish only at $b$ and $a$, respectively. Taking expectations and using the first three moments, \[ \E w_\gamma(Y)=\rho-c_\gamma\gamma-\frac8{s^3}. \] The identity \[ c_\gamma\gamma+\frac8{s^3} =\frac{\gamma^4+6\gamma^2+8}{s^3} =\frac{(\gamma^2+2)(\gamma^2+4)}{s^3} =\rho_2(\gamma) \] proves $d(Y)=\E w_\gamma(Y)\ge0$. Equality forces $Y$ to be supported on $\{-a,b\}$. If $r=\Pp\{Y=b\}$, the equation $\E Y=0$ gives $r=a/(a+b)=a/s$; hence $Y\stackrel d=Z_\gamma$. The converse follows from the displayed factorization. \end{proof} \begin{corollary}[quadratic concentration]\label{orig:cor:transport} Put $a_*=\tfrac12(s-|\gamma|)$. Then \[ \E\operatorname{dist}\bigl(Y,\{-a,b\}\bigr)^2 \le\frac{s^3}{4a_*^2}d(Y). \] \end{corollary} \begin{proof} In \eqref{orig:eq:wplus} and \eqref{orig:eq:wminus} the final linear factor is at least $2$, while $\min(a,b)=a_*$. Therefore \[ w_\gamma(x)\ge\frac{4a_*^2}{s^3} \operatorname{dist}(x,\{-a,b\})^2. \] Integrate and use $\E w_\gamma(Y)=d(Y)$. \end{proof} \begin{proposition}[stability of the smoothing scale]\label{orig:prop:m1} With \[ b_*=\frac{s+|\gamma|}{2},\qquad K_1(\gamma)=\frac{s^2}{a_*(a_*+3b_*)}, \] one has \[ 0\le \rho+\E|Y|-s\le K_1(\gamma)d(Y). \] \end{proposition} \begin{proof} By reflection assume $\gamma\ge0$ and define \[ v_\gamma(x)=|x|^3+|x|-\frac\gamma s x^3 -\frac4s x^2+\frac\gamma s x. \] Direct factorization gives \[ v_\gamma(x)=\frac{2a}{s}x(x-b)^2\quad(x\ge0), \qquad v_\gamma(-t)=\frac{2b}{s}t(t-a)^2\quad(t\ge0). \] Thus $v_\gamma\ge0$ and $\E v_\gamma(Y)=\rho+\E|Y|-s$. Dividing these factorizations by \eqref{orig:eq:wplus}--\eqref{orig:eq:wminus}, and using monotonicity of the resulting fractional-linear functions, yields \[ \frac{v_\gamma(x)}{w_\gamma(x)} \le\frac{s^2}{a(a+3b)},\qquad \frac{v_\gamma(-t)}{w_\gamma(-t)} \le\frac{s^2}{b(3a+b)}. \] The first constant is larger when $b\ge a$. Take expectations and then reflect to cover $\gamma<0$. \end{proof} \section{Proof of the characteristic-function stability theorem} Let $H_{\gamma,t}$ be the cubic Hermite interpolant of $x\mapsto \e^{\ii tx}$ at $-a,b$, matching values and first derivatives. Since $Y$ and $Z_\gamma$ have identical moments through order three, \begin{equation}\label{orig:eq:momentcancel} \E\e^{\ii tY}-\chi_\gamma(t) =\E\{\e^{\ii tY}-H_{\gamma,t}(Y)\}. \end{equation} By reflection we may suppose $\gamma,t\ge0$. Put \[ p=\frac as,\qquad q=\frac bs=1-p, \qquad z=ts, \] and let $P_z$ be the cubic Hermite interpolant of $e^{\ii zy}$ at $0,1$. Write $E_z(y)=e^{\ii zy}-P_z(y)$. For $x\ge0$, $y=(x+a)/s$ and a direct change of variables gives \[ \frac{w_\gamma(x)}{1-c_\gamma} =s^3(y-1)^2(y-\alpha_p), \qquad \alpha_p=\frac{p}{3-2p}. \] The function $p\mapsto\alpha_p$ is increasing. Hence it suffices to prove \begin{align} |E_z(y)|&\le\frac{|z|^3}{4}(y-1)^2 \frac{2y(1-y)}{3-2y},&&05/2$, \[ K'(w)={10-4D-4\log(w/10)\over w^3}-{12\over w^4}<0 \qquad(w\ge10). \] Finally, exact rational arithmetic yields \[ K(10)={43998176831418013\over226391748148566000}, \qquad {243\over1250}-K(10) ={61895043316087\over1131958740742830000}>0. \] \end{proof} Lemma~\ref{orig:lem:J2} and \eqref{orig:eq:FJ2} give $|F|\le9w/50$. For $y\ge1$, \[ \frac{z(y-1/4)}4=\frac w4\left(1-\frac1{4y}\right) \ge\frac{3w}{16}>\frac{9w}{50}. \] Thus \eqref{orig:eq:central2} holds for all $y\ge1$. Substituting the resulting pointwise Hermite estimate into \eqref{orig:eq:momentcancel} and using $\E w_\gamma(Y)=d(Y)$ proves Theorem~\ref{orig:thm:cf}. \section{The coherent defect representation} The common defect measure retains the signed Hermite error at every frequency. Its explicit density and moment cancellation enter the outer, shape and low-frequency estimates below. \begin{proof}[Proof of Corollary~\ref{orig:cor:rankfree}] The function $p\mapsto(1-2p)/\sqrt{p(1-p)}$ is continuous and strictly decreasing from $+\infty$ to $-\infty$, so the required $p$ exists and is unique. From $Y=p+\sqrt{pq}\,X$, $\E X=0$, $\E X^2=1$, and $\E X^3=\gamma_p$, direct expansion gives $\E Y=\E Y^2=\E Y^3=p$. The density is \[ W_p(y)= \begin{cases} \displaystyle {2q\over p\sqrt{pq}}y^2 \{3p-(1+2p)y\},&y\le p,\\[2mm] \displaystyle {2p\over q\sqrt{pq}}(1-y)^2 \{(3-2p)y-p\},&y\ge p. \end{cases} \tag{3.2} \] Both bracketed factors are positive on their stated half-lines: at the common endpoint they equal $2pq$, and they improve away from it. Hence $W_p\ge0$, with zero set $\{0,1\}$. To make the moment cancellation explicit, put $r=\sqrt{pq}$. On both half-lines the same polynomial identity holds: \[ r^3\{W_p(y)-|r^{-1}(y-p)|^3\}=\mathcal Q_p(y), \] where \[ \mathcal Q_p(y)=-p^3+3p^2y+(6p^3-12p^2+3p)y^2 +(-4p^3+6p^2-1)y^3. \] Since $\E Y=\E Y^2=\E Y^3=p$, \[ \E \mathcal Q_p(Y)=-pq(p^2+q^2). \] Consequently \[ \E W_p(Y)=\E|s(Y-p)|^3-\rho_2(\gamma_p)=d. \tag{3.3} \] Let $H_t$ be the cubic Hermite interpolant of $y\mapsto\e^{2\pi\ii ty}$ at $0$ and $1$, matching values and first derivatives, and define \[ r_{p,t}(y)=\frac{\e^{2\pi\ii ty}-H_t(y)}{W_p(y)}. \tag{3.4} \] The double zeros in numerator and denominator make the singularities at $0,1$ removable. As $y\to+\infty$ and $y\to-\infty$, separately, the exponential term divided by $W_p(y)$ tends to zero, while $H_t(y)/W_p(y)$ has a finite limit, since both polynomials have degree at most three and $W_p$ has a nonzero cubic leading coefficient on each tail. Thus (3.4) has finite, possibly different, limits at the two ends and extends continuously to $\overline\R$ and is bounded. If $d>0$, set \[ \dd\nu(y)=d^{-1}W_p(y)\dd\Pp_Y(y). \] Equation (3.3) says that $\nu$ is a probability measure. Since $H_t$ is cubic and $Y$ has the first three moments of a Bernoulli variable $B$ of parameter $p$, \[ \E H_t(Y)=\E H_t(B)=\E\e^{2\pi\ii tB}=b_p(t). \] Therefore \[ \varphi_Y(2\pi t)-b_p(t) =\E\{\e^{2\pi\ii tY}-H_t(Y)\} =d\int r_{p,t}(y)\dd\nu(y), \] which proves (RF). If $d=0$, take, for example, $\nu=\delta_0$; its choice is immaterial because it is multiplied by $d$. Equation (3.3) and the zero set of $W_p$ force $Y\in\{0,1\}$ almost surely; its mean fixes the Bernoulli weights and the same identity holds with zero right side. \end{proof} \section{The standardized two-point branch}\label{orig:sec:binary} Let $0