Moderate Deviations for Functionals over infinitely many Rademacher random variables
Probability
2024-06-12 v2
Abstract
In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a Gaussian random variable, continued by an intensive study of the behavior of operators from the Malliavin--Stein method along with the moment generating function of the mentioned functional. As applications, subgraph counting in the Erd\H{o}s--R\'enyi random graph and infinite weighted 2-runs are studied.
Cite
@article{arxiv.2301.10288,
title = {Moderate Deviations for Functionals over infinitely many Rademacher random variables},
author = {Marius Butzek and Peter Eichelsbacher and Benedikt Rednoß},
journal= {arXiv preprint arXiv:2301.10288},
year = {2024}
}