Normal approximation for sums of weighted U-statistics -- application to Kolmogorov bounds in random subgraph counting

DOI10.3150/19-BEJ1141zbMATH Open1464.60021arXiv1806.05339OpenAlexW2990785190MaRDI QIDQ2278673FDOQ2278673

Authors: Nicolas Privault, Grzegorz Serafin 

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We derive normal approximation bounds in the Kolmogorov distance for sums of discrete multiple integrals and $U$-statistics made of independent Bernoulli random variables. Such bounds are applied to normal approximation for the renormalized subgraphs counts in the Erd{H o}s-R'enyi random graph. This approach completely solves a long-standing conjecture in the general setting of arbitrary graph counting, while recovering and improving recent results derived for triangles as well as results using the Wasserstein distance.

Full work available at URL: https://arxiv.org/abs/1806.05339

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zbMATH Keywords

normal approximationBerry-Esseen boundcentral limit theoremrandom graphKolmogorov distanceStein-Chen methodsubgraph countMalliavin-Stein method

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random graphs (graph-theoretic aspects) (05C80) Central limit and other weak theorems (60F05)

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Cited In (16)

• Wasserstein-2 bounds in normal approximation under local dependence
• Normal approximation of subgraph counts in the random-connection model
• Normal approximation for generalized \(U\)-statistics and weighted random graphs
• Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding
• On normal approximation rates for certain sums of dependent random variables
• A simplified second-order Gaussian Poincaré inequality in discrete setting with applications
• Normal approximation for statistics of randomly weighted complexes
• Berry-Esseen bounds for functionals of independent random variables
• Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method
• Moderate deviations for functionals over infinitely many Rademacher random variables
• Multivariate central limit theorems for random clique complexes
• Normal approximation for weighted sums under a second-order correlation condition
• Poincaré inequalities and normal approximation for weighted sums
• KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH
• Higher-order fluctuations in dense random graph models
• Berry-Esseen bounds for generalized \(U\)-statistics

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