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Title: Normal approximation for weighted sums under a second order correlation condition
Under correlation-type conditions, we derive an upper bound of order (log n)/n for the average Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. The result is based on improved concentration inequalities on high-dimensional Euclidean spheres. Applications are illustrated on the example of log-concave probability measures.  more » « less
Award ID(s):
1855575
PAR ID:
10222268
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
The Annals of probability
Volume:
48
Issue:
3
ISSN:
0091-1798
Page Range / eLocation ID:
1202-1219
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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