Moderate Deviations for Functionals over infinitely many Rademacher random variables
Abstract
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.
- Publication:
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arXiv e-prints
- Pub Date:
- January 2023
- DOI:
- arXiv:
- arXiv:2301.10288
- Bibcode:
- 2023arXiv230110288B
- Keywords:
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- Mathematics - Probability