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arXiv · 1505.01417

Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus

Kai Krokowski
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Abstract

New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a combination of the Chen-Stein method and a discrete version of Malliavin calculus. We give some applications to shifted discrete multiple stochastic integrals.

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Kai Krokowski. 2015-05-06. Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus. https://arxiv.org/abs/1505.01417

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