Local limit theorems via Landau-Kolmogorov inequalities

被引:27
作者
Roellin, Adrian [1 ]
Ross, Nathan [2 ]
机构
[1] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore
[2] Univ Melbourne, Dept Math & Stat, Melbourne, Vic 3010, Australia
关键词
Curie-Weiss model; Erdos-Renyi random graph; Kolmogorov metric; Landau-Kolmogorov inequalities; local limit metric; total variation metric; Wasserstein metric; RANDOM-VARIABLES; STEINS METHOD; SUMS; APPROXIMATION; PROOF;
D O I
10.3150/13-BEJ590
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we prove new inequalities between some common probability metrics. Using these inequalities, we obtain novel local limit theorems for the magnetization in the Curie-Weiss model at high temperature, the number of triangles and isolated vertices in Erdos-Renyi random graphs, as well as the independence number in a geometric random graph. We also give upper bounds on the rates of convergence for these local limit theorems and also for some other probability metrics. Our proofs are based on the Landau-Kolmogorov inequalities and new smoothing techniques.
引用
收藏
页码:851 / 880
页数:30
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