Palm theory, random measures and Stein couplings

Abstract

We establish a general Berry–Esseen type bound which gives optimal bounds in many situations under suitable moment assumptions. By combining the general bound with Palm theory, we deduce a new error bound for assessing the accuracy of normal approximation to statistics arising from random measures, including stochastic geometry. We illustrate the use of the bound in four examples: completely random measures, excursion random measure of a locally dependent random process, and the total edge length of Ginibre–Voronoi tessellations and of Poisson–Voronoi tessellations. Moreover, we apply the general bound to Stein couplings and discuss the special cases of local dependence and additive function..