Variance gamma approximation to sums of triplewise independent random variables

<title>Abstract</title> <p>In this article, we first discuss how triplewise independent random variables (rvs) are connected to a complete bipartite graph. Using the connection, we construct a sequence of triplewise independent rvs. We next consider a variance gamma (VG) approximation of sums of such triplewise independent rvs. Using Stein's method and the generalized zero-bias transformation, we obtain our bounds. Related limit theorems are also discussed.</p>