Poincar\'e Inequalities and Normal Approximation for Weighted Sums
Probability
2020-11-19 v1
Abstract
Under Poincar\'e-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models.
Cite
@article{arxiv.2011.09237,
title = {Poincar\'e Inequalities and Normal Approximation for Weighted Sums},
author = {S. G. Bobkov and G. P. Chistyakov and F. Götze},
journal= {arXiv preprint arXiv:2011.09237},
year = {2020}
}