On strong embeddings by Stein's method

DOI10.1214/16-EJP4299zbMATH Open1338.60064arXiv1505.03199MaRDI QIDQ287707FDOQ287707

Authors: Chinmoy Bhattacharjee, Larry Goldstein 

Publication date: 23 May 2016

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

Abstract: Strong embeddings, that is, couplings between a partial sum process of a sequence of random variables and a Brownian motion, have found numerous applications in probability and statistics. We extend Chatterjee's novel use of Stein's method for $-1,+1$ valued variables to a general class of discrete distributions, and provide $logn$ rates for the coupling of partial sums of independent variables to a Brownian motion, and results for coupling sums of suitably standardized exchangeable variables to a Brownian bridge.

Full work available at URL: https://arxiv.org/abs/1505.03199

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zbMATH Keywords

exchangeabilitystrong approximationcouplingzero bias

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

Cited In (5)

• Arcsine laws for random walks generated from random permutations with applications to genomics
• Bound on the running maximum of a random walk with small drift
• Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
• Strong Stein neighbourhood bases
• A new approach to strong embeddings

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