{ "id": "1807.05741", "version": "v1", "published": "2018-07-16T09:06:49.000Z", "updated": "2018-07-16T09:06:49.000Z", "title": "Wasserstein-2 bounds in normal approximation under local dependence", "authors": [ "Xiao Fang" ], "comment": "14 pages", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2018-07-16T09:06:49.000Z" } ], "analyses": { "keywords": [ "normal approximation", "local dependence", "locally dependent random variables", "general bound", "random graph" ], "note": { "typesetting": "TeX", "pages": 14, "language": "en", "license": "arXiv", "status": "editable" } } }