Wasserstein-p Bounds via Cumulant-Based Edgeworth Expansion for $\alpha$-Mixing Random Fields
Abstract
Recent progress has been made in establishing normal approximation bounds in terms of the Wasserstein- distance for i.i.d. and locally dependent random variables. However, for , no such results have been demonstrated for dependent variables under -mixing conditions. In this paper, we extend the Wasserstein- bounds to -mixing random fields. We show that, under appropriate conditions, the rescaled average of random fields converges to the standard normal distribution in the Wasserstein- distance at a rate of , where is the size of the index set, and depends on , the dimension of the random fields, and the decay rate of the -mixing coefficients. Notably, is achievable if the mixing coefficients decay at a sufficiently fast polynomial rate. Our results are derived through a carefully constructed cumulant-based Edgeworth expansion and an adaptation of recent developments in Stein's method. Additionally, we introduce a novel constructive graph approach that leverages combinatorial techniques to establish the desired expansion for general dependent variables.
Keywords
Cite
@article{arxiv.2309.07031,
title = {Wasserstein-p Bounds via Cumulant-Based Edgeworth Expansion for $\alpha$-Mixing Random Fields},
author = {Tianle Liu and Morgane Austern},
journal= {arXiv preprint arXiv:2309.07031},
year = {2025}
}
Comments
90 pages. arXiv admin note: substantial text overlap with arXiv:2209.09377