{"title":"Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein–Tikhomirov method","authors":"P. Eichelsbacher, Benedikt Rednoss","doi":"10.3150/22-bej1522","DOIUrl":null,"url":null,"abstract":"In his work \\cite{Ti80}, Tikhomirov combined elements of Stein's method with the theory of characteristic functions to derive Kolmogorov bounds for the convergence rate in the central limit theorem for a normalized sum of a stationary sequence of random variables satisfying one of several weak dependency conditions. The combination of elements of Stein's method with the theory of characteristic functions is sometimes called \\emph{Stein-Tikhomirov method}. \\citet*{AMPS17} successfully used the Stein-Tikhomirov method to bound the convergence rate in contexts with non-Gaussian targets. \\citet*{Ro17} used the Stein-Tikhomirov method to bound the convergence rate in the Kolmogorov distance for normal approximation of normalized triangle counts in the Erd\\\"os-R\\'enyi random graph.","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":" ","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2021-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Bernoulli","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3150/22-bej1522","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 5
Abstract
In his work \cite{Ti80}, Tikhomirov combined elements of Stein's method with the theory of characteristic functions to derive Kolmogorov bounds for the convergence rate in the central limit theorem for a normalized sum of a stationary sequence of random variables satisfying one of several weak dependency conditions. The combination of elements of Stein's method with the theory of characteristic functions is sometimes called \emph{Stein-Tikhomirov method}. \citet*{AMPS17} successfully used the Stein-Tikhomirov method to bound the convergence rate in contexts with non-Gaussian targets. \citet*{Ro17} used the Stein-Tikhomirov method to bound the convergence rate in the Kolmogorov distance for normal approximation of normalized triangle counts in the Erd\"os-R\'enyi random graph.
期刊介绍:
BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work.
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