English

Error bounds in local limit theorems using Stein's method

Probability 2017-12-05 v2

Abstract

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in the context of the Hoeffding combinatorial central limit theorem with integer valued summands, of the number of isolated vertices in an Erd\H{o}s-R\'enyi random graph, and of the Curie-Weiss model of magnetism, where we provide optimal or near optimal rates of convergence in the local limit metric. In the Hoeffding example, even the discrete normal approximation bounds seem to be new. The general result follows from Stein's method, and requires a new bound on the Stein solution for the Poisson distribution, which is of general interest.

Keywords

Cite

@article{arxiv.1707.05995,
  title  = {Error bounds in local limit theorems using Stein's method},
  author = {A. D. Barbour and Adrian Röllin and Nathan Ross},
  journal= {arXiv preprint arXiv:1707.05995},
  year   = {2017}
}

Comments

Ver2: 28 pages, minor revision; Ver1: 27 pages

R2 v1 2026-06-22T20:51:25.882Z