# Mod-$\phi$ convergence, II: Estimates on the speed of convergence

**Authors:** Valentin F\'eray, Pierre-Lo\"ic M\'eliot, Ashkan Nikeghbali

arXiv: 1705.10485 · 2018-02-21

## TL;DR

This paper develops estimates for the rate of convergence to stable laws within the mod-$$ convergence framework, introducing a zone of control concept and applying it to various probabilistic models.

## Contribution

It introduces a notion of zone of control for mod-$$ convergence and derives Berry-Esseen type estimates, broadening the understanding of convergence speeds in probability theory.

## Key findings

- Estimates of convergence speed for stable laws in various models
- Application to Brownian motion, random matrices, and Ising model
- Recovery of known results using new mod-$$ convergence techniques

## Abstract

In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$ convergence, and we prove estimates of Berry-Esseen type under this hypothesis. Applications include: the winding number of a planar Brownian motion; classical approximations of stable laws by compound Poisson laws; examples stemming from determinantal point processes (characteristic polynomials of random matrices and zeroes of random analytic functions); sums of variables with an underlying dependency graph (for which we recover a result of Rinott, obtained by Stein's method); the magnetization in the $d$-dimensional Ising model; and functionals of Markov chains.

## Full text

_Full body text omitted from this summary view._ Fetch the complete paper as Markdown: https://tomesphere.com/paper/1705.10485/full.md

## Figures

11 figures with captions in the complete paper: https://tomesphere.com/paper/1705.10485/full.md

## References

56 references — full list in the complete paper: https://tomesphere.com/paper/1705.10485/full.md

---
Source: https://tomesphere.com/paper/1705.10485