Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
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Bernoulli random matricesBerry-Esseen boundscentral limit theoremMalliavin calculusnormal approximationRademacher chaosRademacher sequencesStein's method
Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Stochastic calculus of variations and the Malliavin calculus (60H07)
Abstract: Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a connection to small-ball probabilities and shed new light onto the relation between central limit theorems on the Rademacher chaos and norms of contraction operators. Applications concern infinite weighted 2-runs, a combinatorial central limit theorem and traces of Bernoulli random matrices.
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