Poincar\'e Inequalities and Normal Approximation for Weighted Sums

Autor:	Bobkov, S. G., Chistyakov, G. P., Götze, F.
Rok vydání:	2020
Předmět:	Mathematics - Probability 60E 60F
Druh dokumentu:	Working Paper
Popis:	Under Poincar\'e-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2011.09237 Zobrazit plný text záznamu View this record from Arxiv