Mod- convergence. II: Estimates on the speed of convergence
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Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
Abstract: In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod- convergence. Namely, we define a notion of zone of control, closely related to mod- convergence, and we prove estimates of Berry-Esseen type under this hypothesis. Applications include: the winding number of a planar Brownian motion; classical approximations of stable laws by compound Poisson laws; examples stemming from determinantal point processes (characteristic polynomials of random matrices and zeroes of random analytic functions); sums of variables with an underlying dependency graph (for which we recover a result of Rinott, obtained by Stein's method); the magnetization in the -dimensional Ising model; and functionals of Markov chains.
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