SearcharxivSearch

arXiv subjects

Kai Krokowski

Publications and source records attributed to Kai Krokowski.

5 recordsLinked to original sources

On the fourth moment condition for Rademacher chaos

Adapting the spectral viewpoint suggested in Ledoux (2012) in the context of symmetric Markov diffusion generators and recently exploited in the non-diffusive setup of a Poisson random measure by Döbler and Peccati (2017), we investigate the fourth moment condition for discrete multiple integrals with respect to general, i.e.\ non-symmetric and non-homogeneous, Rademacher sequences and show that, in this situation, the fourth moment alone does not govern the asymptotic normality. Indeed, here one also has to take into consideration the maximal influence of the corresponding kernel functions. In particular, we show that there is no exact fourth moment theorem for discrete multiple integrals of order $m\geq2$ with respect to a symmetric Rademacher sequence. This behavior, which is in contrast to the Gaussian (see Nualart and Peccati (2005)) and Poisson (see Döbler and Peccati (2017)) situation, closely resembles the conditions for asymptotic normality of degenerate, non-symmetric $U$-statistics from the classical paper by de Jong (1990).

math.PR

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

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.

math.PR

Multivariate central limit theorems for Rademacher functionals with applications

Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal approximation. In particular, a discrete multivariate second-order Poincaré inequality is developed. As a first application, the normal approximation of vectors of subgraph counting statistics in the Erdős-Rényi random graph is considered. In this context, we further specialize to the normal approximation of vectors of vertex degrees. In a second application we prove a quantitative multivariate central limit theorem for vectors of intrinsic volumes induced by random cubical complexes.

math.PR

Discrete Malliavin-Stein method: Berry-Esseen bounds for random graphs and percolation

A new Berry-Esseen bound for non-linear functionals of non-symmetric and non-homogeneous infinite Rademacher sequences is established. It is based on a discrete version of the Malliavin-Stein method and an analysis of the discrete Ornstein-Uhlenbeck semigroup. The result is applied to sub-graph counts and to the number of vertices having a prescribed degree in the Erdős-Renyi random graph. A further application deals with a percolation problem on trees.

math.PR

Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences

Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a connection to small-ball probabilities and shed new light onto the relation between central limit theorems on the Rademacher chaos and norms of contraction operators. Applications concern infinite weighted 2-runs, a combinatorial central limit theorem and traces of Bernoulli random matrices.

math.PR