On Approximation of Sums of Locally Dependent Random Variables via Perturbations of Stein Operator

Let $(X_i,\, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables (r.v.'s), and consider a sum $W=\sum_{i\in J}X_i$. Applying the Stein method, we prove an upper bound for total variation distance $d_{\mathrm{TV}}(W, M)$, where an approximating r.v. $M$ has the distribution, which is a mixture of Poisson distribution with either binomial or negative binomial distribution. As a corollary of general results, we get approximation errors of order $O(|J|^{-1})$ for the distributions of ($k_1,k_2$)-runs and $k$-runs. The results obtained are significantly better than the previously known estimates, e.g., $O(|J|^{-0.5})$ [E. Peköz, A. Röllin, and N. Ross, Bernoulli, 19 (2013), pp. 610--632] and $O(1)$ [N. Upadhye, V. Čekanavičius, and P. Vellaisamy, Bernoulli, 23 (2017), pp. 2828--2859].

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Publication Details

Journal
Theory of Probability and Its Applications
Published
2025-05-01
DOI
https://doi.org/10.1137/s0040585x97t992215
Citations
1
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
2.63
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On Approximation of Sums of Locally Dependent Random Variables via Perturbations of Stein Operator

Vladimir V. Ulyanov, Xuejun Wang, Zhonggen Su
1 citations
Theory of Probability and Its Applications
Random Matrices and Applications
2.63
article

On Approximation of Sums of Locally Dependent Random Variables via Perturbations of Stein Operator

Vladimir V. Ulyanov, Xuejun Wang, Zhonggen Su
article en
1 citations

Abstract

Let $(X_i,\, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables (r.v.'s), and consider a sum $W=\sum_{i\in J}X_i$. Applying the Stein method, we prove an upper bound for total variation distance $d_{\mathrm{TV}}(W, M)$, where an approximating r.v. $M$ has the distribution, which is a mixture of Poisson distribution with either binomial or negative binomial distribution. As a corollary of general results, we get approximation errors of order $O(|J|^{-1})$ for the distributions of ($k_1,k_2$)-runs and $k$-runs. The results obtained are significantly better than the previously known estimates, e.g., $O(|J|^{-0.5})$ [E. Peköz, A. Röllin, and N. Ross, Bernoulli, 19 (2013), pp. 610--632] and $O(1)$ [N. Upadhye, V. Čekanavičius, and P. Vellaisamy, Bernoulli, 23 (2017), pp. 2828--2859].

Theory of Probability and Its ApplicationsVol. 70(1)
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On Approximation of Sums of Locally Dependent Random Variables via Perturbations of Stein Operator — Vladimir V. Ulyanov, Xuejun Wang, et al. · Theory of Probability and Its Applications (2025) | TGRS Research Map | TGRS