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 and such that is log-concave with respect to . 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.
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}
}