Multivariate approximation in total variation. II: Discrete normal approximation

DOI10.1214/17-AOP1205zbMATH Open1393.62008arXiv1612.07519OpenAlexW2565997541WikidataQ129989311 ScholiaQ129989311MaRDI QIDQ1647732FDOQ1647732

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

Publication date: 26 June 2018

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

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.

Full work available at URL: https://arxiv.org/abs/1612.07519

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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)

Cites Work

• On the dependence of the Berry-Esseen bound on dimension
• Normal Approximation by Stein’s Method
• Title not available (Why is that?)
• On the rate of convergence in the multivariate CLT
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• Title not available (Why is that?)
• Local limit theorems via Landau-Kolmogorov inequalities
• Discretized normal approximation by Stein's method
• A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics
• Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics

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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