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Article . 2022 . Peer-reviewed
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Article . 2022
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https://dx.doi.org/10.48550/ar...
Article . 2021
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The method of cumulants for the normal approximation

Authors: Döring, Hanna; Jansen, Sabine; Schubert, Kristina;

The method of cumulants for the normal approximation

Abstract

The survey is dedicated to a celebrated series of quantitave results, developed by the Lithuanian school of probability, on the normal approximation for a real-valued random variable. The key ingredient is a bound on cumulants of the type $|κ_j(X)| \leq j!^{1+γ} /Δ^{j-2}$, which is weaker than Cramér's condition of finite exponential moments. We give a self-contained proof of some of the "main lemmas" in a book by Saulis and Statulevičius (1989), and an accessible introduction to the Cramér-Petrov series. In addition, we explain relations with heavy-tailed Weibull variables, moderate deviations, and mod-phi convergence. We discuss some methods for bounding cumulants such as summability of mixed cumulants and dependency graphs, and briefly review a few recent applications of the method of cumulants for the normal approximation.

Minor changes and added references in the introduction

Keywords

heavy-tailed variables, 60F05, 60F10, 60G70, Probability (math.PR), Central limit and other weak theorems, Interacting random processes; statistical mechanics type models; percolation theory, large and moderate deviations, central limit theorems, Extreme value theory; extremal stochastic processes, Large deviations, Berry-Esseen theorems, cumulants, FOS: Mathematics, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
11
Top 10%
Top 10%
Top 10%
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