A Berry Esseen Theorem for the Lightbulb Process

DOI10.1239/AAP/1316792673MaRDI QIDQ6216950arXivFDO

Authors Larry Goldstein, Haimeng Zhang

Publication date 4 January 2010

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Approximations to statistical distributions (nonasymptotic) (62E17) Combinatorial probability (60C05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Abstract: In the so called lightbulb process, on days $r=1,\mathrm{...},n$, out of $n$ lightbulbs, all initially off, exactly $r$ bulbs, selected uniformly and independent of the past, have their status changed from off to on, or vice versa. With $X$ the number of bulbs on at the terminal time $n$, an even integer, and $mu=n/2,sigm{a}^2=Var(X)$, we have ${\displaystyle }$ sup_{z in mathbb{R}} |P(frac{X-mu}{sigma} le z)-P(Z le z)| le frac{n}{2sigma^2} �ar{Delta}_0 + 1.64 frac{n}{sigma^3}+ frac{2}{sigma} ${\displaystyle }$ where $Z$ is a standard normal random variable, and ${\displaystyle }$ �ar{Delta}_0 = 1/2sqrt{n}} + frac{1}{2n} + 1/3 e^{-n/2} qmq {for $nge6$,} ${\displaystyle }$ yielding a bound of order $O(n^{-1/2})$ as $noinfty$. A similar, though slightly larger bound holds for $n$ odd. The results are shown using a version of Stein's method for bounded, monotone size bias couplings. The argument for even $n$ depends on the construction of a variable $X^s$ on the same space as $X$ that has the $X$-size bias distribution, that is, that satisfies �eas E [X g(X)] =mu E[g(X^s)] quad for all bounded continuous $g$, enas and for which there exists a $Bge0$, in this case B=2, such that $Xle{X}^{s}leX+B$ almost surely. The argument for $n$ odd is similar to that for $n$ even, but one first couples $X$ closely to $V$, a symmetrized version of $X$, for which a size bias coupling of $V$ to $V^s$ can proceed as in the even case. In both the even and odd cases, the crucial calculation of the variance of a conditional expectation requires detailed information on the spectral decomposition of the lightbulb chain.

This page was built for publication: A Berry Esseen Theorem for the Lightbulb Process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6216950)