English

Functional approximations with Stein's method of exchangeable pairs

Probability 2020-10-22 v4

Abstract

We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply this approach to estimate the distance of a sum of random variables, chosen from an array according to a random permutation, from a Gaussian mixture process. This result lets us prove a functional combinatorial central limit theorem. We also consider a graph-valued process and bound the speed of convergence of the distribution of its rescaled edge counts to a continuous Gaussian process.

Keywords

Cite

@article{arxiv.1710.09263,
  title  = {Functional approximations with Stein's method of exchangeable pairs},
  author = {Mikolaj J. Kasprzak},
  journal= {arXiv preprint arXiv:1710.09263},
  year   = {2020}
}

Comments

will appear in Annales de l'Institut Henri Poincar\'e, Probabilit\'es et Statistiques

R2 v1 2026-06-22T22:25:26.297Z