Stein’s method of exchangeable pairs in multivariate functional approximations

نویسندگان

چکیده

In this paper we develop a framework for multivariate functional approximation by suitable Gaussian process via an exchangeable pairs coupling that satisfies approximate linear regression property, thereby building on work Barbour (1990) and Kasprzak (2020). We demonstrate the applicability of our results applying them to joint subgraph counts in Erd?s-Renyi random graph model one hand vectors weighted, degenerate U-processes other hand. As concrete instance latter class examples, provide bound vector success runs different lengths which, even situation just single run, would be outside scope existing theory.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Step Size in Stein's Method of Exchangeable Pairs

Stein’s method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we analyze how modifying the step size of the chain in a natural way affects the error term in the approximation acquired through Stein’s method. It has been note...

متن کامل

Exponential approximation and Stein’s method of exchangeable pairs

The purpose of this paper is to further develop exponential approximation, using Stein’s method of exchangeable pairs. The first use of exchangeable pairs in exponential approximation was in the paper Chatterjee et al. (2011), which studied the spectrum of the Bernoulli-Laplace Markov chain. Unfortunately the results in Chatterjee et al. (2011), which use the Kolmogorov metric, are very complic...

متن کامل

Matrix concentration inequalities via the method of exchangeable pairs

This paper derives exponential concentration inequalities and polynomial moment inequalities for the spectral norm of a random matrix. The analysis requires a matrix extension of the scalar concentration theory developed by Sourav Chatterjee using Stein’s method of exchangeable pairs. When applied to a sum of independent random matrices, this approach yields matrix generalizations of the classi...

متن کامل

Exponential Approximation by Exchangeable Pairs and Spectral Graph Theory Running head: Exponential Approximation by Exchangeable Pairs

Running head: Exponential Approximation by Exchangeable Pairs Version of 4/7/06 By Sourav Chatterjee and Jason Fulman Abstract: A general Berry-Esseen bound is obtained for the exponential distribution using Stein’s method of exchangeable pairs. As an application, an error term is derived for Hora’s result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential limit. This is...

متن کامل

Random Subgraph Countsand U -statistics: Multivariate Normal Approximation via Exchangeable Pairs and Embedding

In Reinert and Röllin (2009) a new approach—called the ‘embedding method’—was introduced, which allows us tomake use of exchangeable pairs for normal andmultivariate normal approximations with Stein’s method in cases where the corresponding couplings do not satisfy a certain linearity condition. The key idea is to embed the problem into a higher-dimensional space in such a way that the linearit...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2021

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/21-ejp587