Interval type local limit theorems for lattice type random variables and distributions

DOI10.1080/17442508.2021.1980570zbMATH Open1494.60024arXiv2012.09219OpenAlexW3201727119WikidataQ113848399 ScholiaQ113848399MaRDI QIDQ5094571FDOQ5094571

Authors:

Publication date: 3 August 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by the limit distribution, uniformly on intervals of possibly decaying length. We identify the maximally allowable decay speed of the interval lengths. Further, we show that for continuous distributions, the interval type local law holds without any decay speed restrictions on the interval lengths. We show that various examples fit within this framework, such as standardized sums of i.i.d. random vectors or correlated random vectors induced by multidimensional spin models from statistical mechanics.

Full work available at URL: https://arxiv.org/abs/2012.09219

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zbMATH Keywords

multivariatelocal limit theoremlattice typeinterval type

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• Random walk: A modern introduction
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• Local limit theorems for sequences of simple random walks on graphs
• The local semicircle law for a general class of random matrices
• Random matrices: The universality phenomenon for Wigner ensembles
• Local limit theorems via Landau-Kolmogorov inequalities
• Probability
• Error bounds in local limit theorems using Stein's method

Cited In (3)

• On the local limit theorem for some class of quasi-probabilistic lattice distributions
• Title not available (Why is that?)
• Local limit theorems via Landau-Kolmogorov inequalities

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