Berry-Esseen-type estimates for random variables with a sparse dependency graph

DOI10.1007/S10959-024-01363-ZMaRDI QIDQ6633191zbMATH OpenFDO

Authors Maximilian Janisch, Thomas Lehéricy

Publication date 5 November 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10959-024-01363-Z

zbMATH Keywords

Berry-Esseencumulantsdependency graph

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Central limit and other weak theorems (60F05)

Review text

The authors obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order \(\delta \in (2,\infty]\) using a Fourier transform approach. The bounds improve the state-of-the-art obtained by Stein's method in the regime where the degree of the dependency graph is large.

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Cites work

• A bounded N-tuplewise independent and identically distributed counterexample to the CLT
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• On normal approximation rates for certain sums of dependent random variables
• On normal approximations of distributions in terms of dependency graphs
• Random Geometric Graphs
• Some pairwise independent sequences for which the central limit theorem fails
• Weighted dependency graphs

Cited in

(1)

• Asymptotic theory for two-way clustering

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