Article (Scientific journals)
Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals
Zheng, Guangqu
2017In Stochastic Processes and Their Applications, 127 (5), p. 1622-1636
Peer reviewed
 

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Keywords :
Rademacher functionals; discrete Malliavin calculus; Stein's method
Abstract :
[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
Disciplines :
Mathematics
Author, co-author :
Zheng, Guangqu ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
External co-authors :
no
Language :
English
Title :
Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals
Publication date :
May 2017
Journal title :
Stochastic Processes and Their Applications
ISSN :
0304-4149
Publisher :
Elsevier Science
Volume :
127
Issue :
5
Pages :
1622-1636
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 06 November 2017

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