Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5130101 | Stochastic Processes and their Applications | 2017 | 15 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Guangqu Zheng,