Multivariate approximation in total variation using local dependence

DOI10.1214/19-EJP284MaRDI QIDQ2631853zbMATH OpenOpenAlexFDO

Authors Aihua Xia, A. D. Barbour

Publication date 16 May 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.06715, https://projecteuclid.org/euclid.ejp/1553565778

zbMATH Keywords

marked point processStein's methodlocal dependencetotal variation approximation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence structure is local. The second applies to random vectors~$W$ resulting from integrating the $mathbb{Z}^d$-valued marks of a marked point process with respect to its ground process. The error bounds are of magnitude comparable to those given in Rinott and Rotar (1996), but now with respect to the stronger total variation distance. Instead of requiring the summands to be bounded, we make third moment assumptions. We demonstrate the use of the theorems in four applications: monochrome edges in vertex coloured graphs, induced triangles and $2$-stars in random geometric graphs, the times spent in different states by an irreducible and aperiodic finite Markov chain, and the maximal points in different regions of a homogeneous Poisson point process.

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Cited in

(5)

• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• scientific article; zbMATH DE number 7650422 (Why is no real title available?)
• Multivariate approximation in total variation. II: Discrete normal approximation
• A refined Cramér-type moderate deviation for sums of local statistics
• The local approximation of variograms in \(\mathcal R^2\) by covariance functions

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