Moderate Deviations for Functionals over infinitely many Rademacher random variables
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866917690284703744 |
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| author | Butzek, Marius Eichelsbacher, Peter Rednoß, Benedikt |
| author_facet | Butzek, Marius Eichelsbacher, Peter Rednoß, Benedikt |
| contents | In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a Gaussian random variable, continued by an intensive study of the behavior of operators from the Malliavin--Stein method along with the moment generating function of the mentioned functional. As applications, subgraph counting in the Erdős--Rényi random graph and infinite weighted 2-runs are studied. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2301_10288 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Moderate Deviations for Functionals over infinitely many Rademacher random variables Butzek, Marius Eichelsbacher, Peter Rednoß, Benedikt Probability In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a Gaussian random variable, continued by an intensive study of the behavior of operators from the Malliavin--Stein method along with the moment generating function of the mentioned functional. As applications, subgraph counting in the Erdős--Rényi random graph and infinite weighted 2-runs are studied. |
| title | Moderate Deviations for Functionals over infinitely many Rademacher random variables |
| topic | Probability |
| url | https://arxiv.org/abs/2301.10288 |