Translated Poisson approximation using exchangeable pair couplings (Q2475033)
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Translated Poisson approximation using exchangeable pair couplings (English)
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20 March 2008
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Let \(W\) be a random variable with \(EW=\mu\) and \(\text{Var\,}W= \sigma^2<\infty\). We say that an integer valued random variable \(Y\) has a translated Poisson distribution \(TP(\mu,\sigma^2)\) with parameters \(\mu\) and \(\sigma^2\) if \({\mathcal L}(Y-\mu+\sigma^2+ \gamma)= P_0(\sigma^2+ \gamma)\), where \(\gamma= \langle\mu- \sigma\rangle\) and \(\langle x\rangle\) denotes the fractional part of \(x\). For two probability distributions we consider the total variation metric \(d_{TV}\) and the local limit metric \(d_{\text{loc}}\). Let \((W, W')\) be a pair of random variables such that \({\mathcal L}(W, W')={\mathcal L}(W', W)\) (exchangeable), for some \(0<\lambda< 1\) and a random variable \(R\) \[ E(W'- \mu|W)= (1- \lambda)(W- \mu)+ R \] and \[ W'- W\in\{-1, 0, i\}. \] In this paper, firstly using the Stein-Chen method, the author proves, among others, the following bounds: \[ d_{TV}({\mathcal W},TP(\mu, \sigma^2))\leq {\sqrt{\text{Var\,}S}\over \lambda\sigma^2}+ {2\sqrt{\text{Var\,}R}\over \lambda\sigma}+ {2\over \sigma^2}, \] \[ d_{\text{loc}}({\mathcal W}, TP(\mu,\sigma^2))\leq {2\sqrt{q_{\max}\text{Var\,}S}\over \lambda\sigma^2}+ {2q_{\max}\sqrt{\text{Var\,}R}\over \lambda\sigma}+ {\sqrt{\text{Var\,}R}\over \lambda\sigma^2}+ {2\over \sigma^2}, \] where \(S= P\,(W'= W+ 1|W)\) and \(q_{\max}= \max_{k\in\mathbb{Z}} P\,(W= k)\). Then, he applies the result, in particular, to the anti-voter on finite graphs.
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translated Poisson distribution
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Stein-Chen method
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total variation bound
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local limit theorem
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anti-voter model
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