# Normal Approximation for Weighted Sums under a Second Order Correlation   Condition

**Authors:** S. G. Bobkov, G.P. Chistyakov, F. G\"otze

arXiv: 1906.09063 · 2019-06-24

## TL;DR

This paper establishes a bound on how closely weighted sums of dependent variables approximate a normal distribution under certain correlation conditions, using advanced concentration inequalities, with applications to log-concave measures.

## Contribution

It introduces a new upper bound for the normal approximation of dependent weighted sums under second order correlation conditions, improving existing results.

## Key findings

- Bound of order (log n)/n for Kolmogorov distance
- Enhanced concentration inequalities on high-dimensional spheres
- Applications to log-concave probability measures

## Abstract

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.

## Full text

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## References

31 references — full list in the complete paper: https://tomesphere.com/paper/1906.09063/full.md

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Source: https://tomesphere.com/paper/1906.09063