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

DOI10.3150/19-BEJ1141MaRDI QIDQ2278673zbMATH OpenOpenAlexFDO

Authors Nicolas Privault, Grzegorz Serafin

Publication date 5 December 2019

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.05339, https://projecteuclid.org/euclid.bj/1574758839

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)

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.

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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
• Berry-Esseen bounds for functionals of independent random variables
• Normal approximation for statistics of randomly weighted complexes
• 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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