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

DOI10.1016/J.SPA.2016.09.002zbMATH Open1373.60058arXiv1603.04661OpenAlexW2299690623MaRDI QIDQ529435FDOQ529435

Guangqu Zheng

Publication date: 18 May 2017

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

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.

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

Recommendations

• Stein's method and stochastic analysis of Rademacher functionals
• Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
• Asymptotic distribution of sums of Rademacher functions
• Multivariate central limit theorems for Rademacher functionals with applications
• Almost sure central limit theorems on the Wiener space

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)

Cites Work

• Normal Approximation by Stein’s Method
• Central limit theorems for sequences of multiple stochastic integrals
• Stein's method on Wiener chaos
• Almost sure central limit theorems on the Wiener space
• Normal approximations with Malliavin calculus. From Stein's method to universality
• A new method of normal approximation
• Stein's method and normal approximation of Poisson functionals
• New Berry-Esseen bounds for non-linear functionals of Poisson random measures
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• A note on the almost sure central limit theorem
• Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
• Stein's method and stochastic analysis of Rademacher functionals
• Stochastic analysis of Bernoulli processes
• On almost sure limit theorems
• Title not available (Why is that?)

Cited In (8)

• Fourth moment theorems on the Poisson space in any dimension
• Title not available (Why is that?)
• Almost sure central limit theorems in stochastic geometry
• Almost sure central limit theorem for non-stationary Markov chains
• A simplified second-order Gaussian Poincaré inequality in discrete setting with applications
• Spectral integrals of Bernoulli generalized functionals
• A Peccati-Tudor type theorem for Rademacher chaoses
• Asymptotic distribution of sums of Rademacher functions

This page was built for publication: Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q529435)