Quantitative limit theorems via relative log-concavity

Autor: Jaramillo, Arturo, Melbourne, James
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: 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 $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$. 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.
Databáze: arXiv