Non-uniform bounds for non-normal approximation via Stein's method with applications to the Curie--Weiss model and the imitative monomer-dimer model

Abstract: This paper establishes a non-uniform Berry--Esseen bound for non-normal approximation using Stein's method. The main theorem generalizes the result of the authors in [Comptes Rendus Mathematique, 2024] to the context of non-normal approximation. As an application of the main result, we derive non-uniform Berry--Esseen bounds in non-central limit theorems for the magnetization in the Curie--Weiss model and the imitative monomer-dimer model. These extend some existing results in the literature, including Theorem 2.1 of Chatterjee and Shao [Ann. Appl. Probab., 2011] and Theorem 1 of Chen [J. Math. Physics, 2016].