arXiv:1807.05741 Abstract | arXiv Analytics

arXiv:1807.05741 [math.PR]Abstract References Reviews Resources

Wasserstein-2 bounds in normal approximation under local dependence

Published 2018-07-16Version 1

We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the sum. Applied to subgraph counts in the Erd\H{o}s-R\'enyi random graph, our result shows that the Wasserstein-1 bound of Barbour, Karo\'nski and Ruci\'nski (1989) holds for the stronger Wasserstein-2 distance.

Comments: 14 pages

Categories: math.PR

Keywords: normal approximation, local dependence, locally dependent random variables, general bound, random graph

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