Multivariate approximation in total variation. II: Discrete normal approximation

DOI10.1214/17-AOP1205zbMath1393.62008arXiv1612.07519OpenAlexW2565997541WikidataQ129989311 ScholiaQ129989311MaRDI QIDQ1647732

Malwina J. Luczak, Andrew David Barbour, 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

zbMATH Keywords

multivariate approximationStein's methodinfinitesimal generatortotal variation distanceMarkov population process

Mathematics Subject Classification ID

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

Related Items (8)

Multivariate approximation in total variation using local dependence ⋮ Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes ⋮ The Prelimit Generator Comparison Approach of Stein’s Method ⋮ First-order covariance inequalities via Stein's method ⋮ A refined Cramér-type moderate deviation for sums of local statistics ⋮ A large sample property in approximating the superposition of i.i.d. finite point processes ⋮ Integer Factorization of a Positive-Definite Matrix ⋮ Stein's density method for multivariate continuous distributions

Cites Work

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• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• On the dependence of the Berry-Esseen bound on dimension
• A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics
• Local limit theorems via Landau-Kolmogorov inequalities
• Normal Approximation by Stein’s Method

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