A simplified second-order Gaussian Poincar\'e inequality in discrete setting with applications

DOI10.1214/22-AIHP1247arXiv2108.05216MaRDI QIDQ6375017FDOQ6375017

Authors: Peter Eichelsbacher, Benedikt Rednoß, Christoph Thäle, Guangqu Zheng 

Publication date: 11 August 2021

Abstract: In this paper, a simplified second-order Gaussian Poincar'e inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is based on a new bound for the Kolmogorov distance between a general Rademacher functional and a Gaussian random variable, which is established by means of the discrete Malliavin-Stein method and is of independent interest. As an application, the number of vertices with prescribed degree and the subgraph counting statistic in the Erd"os-R'enyi random graph are discussed. The number of vertices of fixed degree is also studied for percolation on the Hamming hypercube. Moreover, the number of isolated faces in the Linial-Meshulam-Wallach random $kappa$-complex and infinite weighted 2-runs are treated.

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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