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

DOI10.1080/17442508.2021.1980570MaRDI QIDQ5094571zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 3 August 2022

Published in Stochastics (Search for Journal in Brave)

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
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Cited in

(3)

• On the local limit theorem for some class of quasi-probabilistic lattice distributions
• Local limit theorems via Landau-Kolmogorov inequalities
• scientific article; zbMATH DE number 5375474 (Why is no real title available?)

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