Stein's method of exchangeable pairs in multivariate functional approximations

DOI10.1214/21-EJP587zbMATH Open1470.60110arXiv2005.12733OpenAlexW3158610510MaRDI QIDQ2042859FDOQ2042859

Authors: Christian Döbler, Mikołaj J. Kasprzak 

Publication date: 21 July 2021

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

Abstract: In this paper we develop a framework for multivariate functional approximation by a suitable Gaussian process via an exchangeable pairs coupling that satisfies a suitable approximate linear regression property, thereby building on work by Barbour (1990) and Kasprzak (2020). We demonstrate the applicability of our results by applying it to joint subgraph counts in an ErdH{o}s-Renyi random graph model on the one hand and to vectors of weighted, degenerate $U$-processes on the other hand. As a concrete instance of the latter class of examples, we provide a bound for the functional approximation of a vector of success runs of different lengths by a suitable Gaussian process which, even in the situation of just a single run, would be outside the scope of the existing theory.

Full work available at URL: https://arxiv.org/abs/2005.12733

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zbMATH Keywords

U-statisticsmultivariate processesStein's methodfunctional convergenceexchangeable pairs

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Gaussian processes (60G15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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Cited In (10)

• Functional Gaussian approximations on Hilbert-Poisson spaces
• Gaussian random field approximation via Stein's method with applications to wide random neural networks
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