Error bounds in local limit theorems using Stein's method

From MaRDI portal



Abstract: We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in the context of the Hoeffding combinatorial central limit theorem with integer valued summands, of the number of isolated vertices in an ErdH{o}s-R'enyi random graph, and of the Curie-Weiss model of magnetism, where we provide optimal or near optimal rates of convergence in the local limit metric. In the Hoeffding example, even the discrete normal approximation bounds seem to be new. The general result follows from Stein's method, and requires a new bound on the Stein solution for the Poisson distribution, which is of general interest.












This page was built for publication: Error bounds in local limit theorems using Stein's method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6289185)