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Wasserstein-p Bounds via Cumulant-Based Edgeworth Expansion for $\alpha$-Mixing Random Fields

Probability 2025-02-25 v4

Abstract

Recent progress has been made in establishing normal approximation bounds in terms of the Wasserstein-pp distance for i.i.d. and locally dependent random variables. However, for p>1p > 1, no such results have been demonstrated for dependent variables under α\alpha-mixing conditions. In this paper, we extend the Wasserstein-pp bounds to α\alpha-mixing random fields. We show that, under appropriate conditions, the rescaled average of random fields converges to the standard normal distribution in the Wasserstein-pp distance at a rate of O(Tβ)O(|T|^{-\beta}), where T|T| is the size of the index set, and β(0,1/2]\beta \in (0, 1/2] depends on pp, the dimension dd of the random fields, and the decay rate of the α\alpha-mixing coefficients. Notably, β=1/2\beta = 1/2 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