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Refined Cramér-type moderate deviations by Stein's method under dependence

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Abstract · v1

In this paper, we establish refined Cramér-type moderate deviations for dependent random variables at any fixed order m≥3m\geq3. Combining higher-order Stein identities with exponential tilting, we obtain cumulant-corrected tail approximations with explicit error bounds for boundedly supported kernels. Our main application gives a fourth-order expansion under bounded local dependence, reaching an O(n3/10)O(n^{3/10}) deviation range under standard normalization with fixed dependence parameters. It improves on previous work in both deviation range and applicability, and also covers bounded mm-dependent sequences without an independent-base representation. Further applications to the generalized combinatorial central limit theorem and the Curie-Weiss model also extend some earlier results under permutation and mean-field dependence.

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