Quantitative bounds in the central limit theorem for $m$-dependent random variables
Probability
2022-08-15 v1
Abstract
For each , let be real random variables and . Let be an integer. Suppose is -dependent, , and for all and . Then, \begin{gather*} d_W\Bigl(\frac{S_n}{\sigma_n},\,Z\Bigr)\le 30\,\bigl\{c^{1/3}+12\,U_n(c/2)^{1/2}\bigr\}\quad\quad\text{for all }n\ge 1\text{ and }c>0, \end{gather*} where is Wasserstein distance, a standard normal random variable and Among other things, this estimate of yields a similar estimate of where is total variation distance.
Cite
@article{arxiv.2208.06351,
title = {Quantitative bounds in the central limit theorem for $m$-dependent random variables},
author = {Svante Janson and Luca Pratelli and Pietro Rigo},
journal= {arXiv preprint arXiv:2208.06351},
year = {2022}
}
Comments
17 pages