Reference : Normal approximation and almost sure central limit theorem for non-symmetric Rademach...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/32842
Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals
English
Zheng, Guangqu mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
May-2017
Stochastic Processes & Their Applications
Elsevier Science
127
5
1622-1636
Yes (verified by ORBilu)
International
0304-4149
[en] Rademacher functionals ; discrete Malliavin calculus ; Stein's method
[en] 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 et al. (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
Researchers ; Students
http://hdl.handle.net/10993/32842
10.1016/j.spa.2016.09.002

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