| Autor: |
Krokowski, Kai, Reichenbachs, Anselm, Thaele, Christoph |
| Rok vydání: |
2014 |
| Předmět: |
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| Zdroj: |
Ann. Inst. H. Poincar\'e Probat. Stat. 52, 763-803 (2016) |
| Druh dokumentu: |
Working Paper |
| Popis: |
Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a connection to small-ball probabilities and shed new light onto the relation between central limit theorems on the Rademacher chaos and norms of contraction operators. Applications concern infinite weighted 2-runs, a combinatorial central limit theorem and traces of Bernoulli random matrices. |
| Databáze: |
arXiv |
| Externí odkaz: |
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