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(2019.1.4)Dr. Xiao Fang:Wasserstein-2 bounds in normal approximation under local dependence
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Update time: 2018-12-24
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Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

Dr. Xiao Fang,The Chinese University of Hong Kong

Inviter:  
Title:
Wasserstein-2 bounds in normal approximation under local dependence
Time & Venue:
2019.1.4 10:30 N613
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.

 

 

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