English

Quantitative limit theorems via relative log-concavity

Probability 2022-10-24 v1

Abstract

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures μ\mu and ν\nu such that ν\nu is log-concave with respect to μ\mu. We discuss a variety of applications, which include geometric and binomial approximations to sums of random variables, and discrepancy between Gamma distributions. As special cases we obtain a law of rare events for intrinsic volumes, quantitative bounds on proximity to geometric for infinitely divisible distributions, as well as binomial and Poisson approximation for matroids.

Keywords

Cite

@article{arxiv.2210.11632,
  title  = {Quantitative limit theorems via relative log-concavity},
  author = {Arturo Jaramillo and James Melbourne},
  journal= {arXiv preprint arXiv:2210.11632},
  year   = {2022}
}
R2 v1 2026-06-28T04:08:13.523Z