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.
Authors
- Maximilian Janisch (ORCID: https://orcid.org/0000-0002-7018-8833)
- Thomas Lehéricy (ORCID: https://orcid.org/0000-0001-7508-7233)
Institutions
- University of Zurich (CH)
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
Funders
- Universität Zürich