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.
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