Original article at: http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1797

Symmetric and centered binomial approximation of sums of locally dependent random variables

Adrian Roellin, University of Oxford

Abstract

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric binomial distribution, serving as a natural alternative to the normal distribution in discrete settings. The bounds are given with respect to the total variation and a local limit metric. Under appropriate smoothness properties of the summands, the same order of accuracy as in the Berry-Essen Theorem is achieved. The approximation of the total number of points of a point processes is also considered. The results are applied to the exceedances of the $r$-scans process and to the Mat'ern hardcore point process type I to obtain explicit bounds with respect to the two metrics.

Full text: PDF | PostScript




Copyright for articles published in this journal is retained by the authors, with first publication rights granted to the journal. By virtue of their appearance in this open access journal, articles are free to use, with proper attribution, in educational and other non-commercial settings. The authors of papers published in EJP/ECP retain the copyright. We ask for the permission to use the material in any form. We also require that the initial publication in EJP or ECP is acknowledged in any future publication of the same article. Before a paper is published in the Electronic Journal of Probability or Electronic Communications in Probability we must receive a hard-copy of the copyright form. Please mail it to Philippe Carmona Laboratoire Jean Leray UMR 6629 Universite de Nantes, 2, Rue de la Houssinière BP 92208 F-44322 Nantes Cédex 03 France You can also send it by FAX: (33|0) 2 51 12 59 12 to the attention of Philippe Carmona. You can even send a scanned jpeg or pdf of this copyright form to the managing editor ejpecpme@math.univ-nantes.fr. as an attached file. If a paper has several authors, the corresponding author signs the copyright form on behalf of all the authors.

Original article at: http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1797