Multivariate approximation in total variation using local dependence

DOI10.1214/19-EJP284zbMATH Open1467.60018arXiv1807.06715OpenAlexW2963507726MaRDI QIDQ2631853FDOQ2631853

Authors: Aihua Xia, A. D. Barbour 

Publication date: 16 May 2019

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

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.

Full work available at URL: https://arxiv.org/abs/1807.06715

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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)

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Cited In (5)

• Title not available (Why is that?)
• A refined Cramér-type moderate deviation for sums of local statistics
• Multivariate approximation in total variation. II: Discrete normal approximation
• The local approximation of variograms in \(\mathcal R^2\) by covariance functions
• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes

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