Multivariate approximation in total variation. II: Discrete normal approximation

DOI10.1214/17-AOP1205MaRDI QIDQ1647732zbMATH OpenOpenAlexWikidataFDO

Authors A. D. Barbour, Malwina Luczak, Aihua Xia

Publication date 26 June 2018

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.07519, https://projecteuclid.org/euclid.aop/1523520020

zbMATH Keywords

Stein's methodinfinitesimal generatortotal variation distancemultivariate approximationMarkov population process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Combinatorial probability (60C05) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: The paper applies the theory developed in Part I to the discrete normal approximation in total variation of random vectors in ${mathbbZ}^d$. We illustrate the use of the method for sums of independent integer valued random vectors, and for random vectors exhibiting an exchangeable pair. We conclude with an application to random colourings of regular graphs.

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Cites work

• scientific article; zbMATH DE number 50805 (Why is no real title available?)
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Cited in

(10)

• Discretized normal approximation by Stein's method
• A refined Cramér-type moderate deviation for sums of local statistics
• The prelimit generator comparison approach of Stein's method
• Integer factorization of a positive-definite matrix
• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• Normal approximations for lattice systems
• A large sample property in approximating the superposition of i.i.d. finite point processes
• Multivariate approximation in total variation using local dependence
• First-order covariance inequalities via Stein's method
• Stein's density method for multivariate continuous distributions

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