Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph

Abstract We obtain Berry–Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $$\delta \in (2,\infty ]$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>δ</mml:mi> <mml:mo>∈</mml:mo> <mml:mo>(</mml:mo> <mml:mn>2</mml:mn> <mml:mo>,</mml:mo> <mml:mi>∞</mml:mi> <mml:mo>]</mml:mo> </mml:mrow> </mml:math> using a Fourier transform approach. Our 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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Publication Details

Journal
Journal of Theoretical Probability
Published
2024-08-12
DOI
https://doi.org/10.1007/s10959-024-01363-z
Citations
1
Primary Topic
Stochastic processes and statistical mechanics
Type
article
Field-Weighted Citation Impact
0.89

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article

Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph

Maximilian Janisch, Thomas Lehéricy
1 citations
Journal of Theoretical Probability
Stochastic processes and statistical mechanics
0.89
article

Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph

Maximilian Janisch, Thomas Lehéricy
article en
1 citations

Abstract

Abstract We obtain Berry–Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $$\delta \in (2,\infty ]$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>δ</mml:mi> <mml:mo>∈</mml:mo> <mml:mo>(</mml:mo> <mml:mn>2</mml:mn> <mml:mo>,</mml:mo> <mml:mi>∞</mml:mi> <mml:mo>]</mml:mo> </mml:mrow> </mml:math> using a Fourier transform approach. Our bounds improve the state-of-the-art obtained by Stein’s method in the regime where the degree of the dependency graph is large.

Journal of Theoretical ProbabilityVol. 37(4)
University of Zurich (CH)
Universität Zürich
Openalex Percentile: Top 31%
Stochastic processes and statistical mechanics
0.89
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