Weighted dependency graphs

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Publication:1990226

DOI10.1214/18-EJP222zbMATH Open1414.60014arXiv1605.03836OpenAlexW2962821232MaRDI QIDQ1990226FDOQ1990226


Authors: Valentin Féray Edit this on Wikidata


Publication date: 25 October 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context. We also provide generic tools to prove that some weighted graph is a weighted dependency graph for a given family of random variables. To illustrate the power of the theory, we give applications to the following objects: uniform random pair partitions, the random graph model G(n,M), uniform random permutations, the symmetric simple exclusion process and multilinear statistics on Markov chains. The application to random permutations gives a bivariate extension of a functional central limit theorem of Janson and Barbour. On Markov chains, we answer positively an open question of Bourdon and Vall'ee on the asymptotic normality of subword counts in random texts generated by a Markovian source.


Full work available at URL: https://arxiv.org/abs/1605.03836




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