Stein's Method and Stochastic Analysis of Rademacher Functionals
نویسندگان
چکیده
منابع مشابه
Stein’s method and stochastic analysis of Rademacher functionals
We compute explicit bounds in the Gaussian approximation of functionals of infinite Rademacher sequences. Our tools involve Stein’s method, as well as the use of appropriate discrete Malliavin operators. Although our approach does not require the classical use of exchangeable pairs, we employ a chaos expansion in order to construct an explicit exchangeable pair vector for any random variable wh...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2010
ISSN: 1083-6489
DOI: 10.1214/ejp.v15-823