论文标题

庞加莱的不平等和加权总和的正常近似

Poincaré Inequalities and Normal Approximation for Weighted Sums

论文作者

Bobkov, S. G., Chistyakov, G. P., Götze, F.

论文摘要

在庞加莱型条件下,探索了上限的上限,以介于依赖求和的加权总和与正常定律之间的分布之间的距离。基于改善高维欧几里德球体的浓度不平等,结果扩展并改进了对非对称模型的先前结果。

Under Poincaré-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models.

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