Some Notes on Quantitative Generalized CLTs with Self-Decomposable Limiting Laws by Spectral Methods

MaRDI QIDQ6437783zbMATH OpenFDO

Authors Benjamin Arras

Publication date 24 May 2023

Mathematics Subject Classification ID

Inequalities involving derivatives and differential and integral operators (26D10) Dirichlet forms (31C25) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Abstract: In these notes, we obtain new stability estimates for centered self-decomposable probability measures on $mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $alpha$-stable probability measures on $mathbb{R}^d$ with $alphain(1,2)$. These new results are refinements of the corresponding ones available in the literature. The proofs are based on Stein's method for self-decomposable laws, recently developed in a series of papers, and on closed forms techniques together with a new ingredient: weighted Poincar'e-type inequalities. As applications, rates of convergence in Wasserstein-type distances are computed for several instances of the generalized central limit theorems (CLTs). In particular, a $n^{1-2/alpha}$-rate is obtained in $1$-Wasserstein distance when the target law is a non-degenerate symmetric $alpha$-stable one with $alphain(1,2)$. Finally, the non-degenerate symmetric Cauchy case is studied at length from a spectral point of view. At last, in this Cauchy situation, a $n^{-1}$-rate of convergence is obtained when the initial law is a certain instance of layered stable distributions.

This page was built for publication: Some Notes on Quantitative Generalized CLTs with Self-Decomposable Limiting Laws by Spectral Methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6437783)