The discrepancy in min-max statistics between two random matrices with finite third moments
| Autor: | Chen, Zijun, Chen, Yiming, Wei, Chengfu |
|---|---|
| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known inequalities by Gordon. Previous results have calculated the quantitative bounds for pairs of Gaussian random matrices. Through integrating the methods utilized by Chatterjee-Meckes and Reinert-R\"ollin in adapting Stein's method of exchangeable pairs for multivariate normal approximation, this study eliminates the Gaussian restriction on random matrices, enabling us to achieve more extensive results. Comment: 11 pages |
| Databáze: | arXiv |
| Externí odkaz: |
|