Berry-Esseen-type estimates for random variables with a sparse dependency graph
Probability
2023-03-01 v2
Abstract
We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order using a Fourier transform approach. Our bounds improve the state-of-the-art in the regime where the degree of the dependency graph is large. As a Corollary of our results, we obtain a Central Limit Theorem for random variables with a sparse dependency graph that are uniformly bounded in for some .
Cite
@article{arxiv.2212.02590,
title = {Berry-Esseen-type estimates for random variables with a sparse dependency graph},
author = {Maximilian Janisch and Thomas Lehéricy},
journal= {arXiv preprint arXiv:2212.02590},
year = {2023}
}
Comments
39 pages, 2 figures