Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals

DOI10.1016/J.SPA.2016.09.002MaRDI QIDQ529435zbMATH OpenOpenAlexFDO

Authors Guangqu Zheng

Publication date 18 May 2017

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.04661

zbMATH Keywords

normal approximationWasserstein distancealmost sure central limit theoremMalliavin-Stein approachRademacher functional

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05)

Abstract: In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived by Nourdin, Peccati and Reinert(2010) and then we deduce the bound on Wasserstein distance for normal approximation using the (discrete) Malliavin-Stein approach. Besides, we are able to give the almost sure central limit theorem for a sequence of random variables inside a fixed Rademacher chaos using the Ibragimov-Lifshits criterion.

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Cites work

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Cited in

(11)

• Spectral integrals of Bernoulli generalized functionals
• Stein's method and stochastic analysis of Rademacher functionals
• Almost sure central limit theorem for non-stationary Markov chains
• scientific article; zbMATH DE number 1195621 (Why is no real title available?)
• Almost sure central limit theorems in stochastic geometry
• Fourth moment theorems on the Poisson space in any dimension
• A Peccati-Tudor type theorem for Rademacher chaoses
• Asymptotic distribution of sums of Rademacher functions
• A simplified second-order Gaussian Poincaré inequality in discrete setting with applications
• Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
• Multivariate central limit theorems for Rademacher functionals with applications

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