Open Access
November 2020 Functional approximations via Stein’s method of exchangeable pairs
Mikołaj J. Kasprzak
Ann. Inst. H. Poincaré Probab. Statist. 56(4): 2540-2564 (November 2020). DOI: 10.1214/20-AIHP1049
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.

Nous combinons la méthode des paires échangeables avec la méthode d’approximation fonctionnelle de Stein. De cette façon, nous obtenons une condition générale de linéarité sous laquelle un résultat abstrait d’approximation Gaussienne est valide. Nous appliquons cette approche à l’estimation de la distance entre une somme de variables aléatoires, choisies dans un tableau par le biais d’une permutation aléatoire, et un mélange de processus Gaussiens. À partir de ce résultat, nous prouvons un théorème central limite fonctionnel combinatoire. Nous considérons également un graphe aléatoire et fournissons des bornes pour la vitesse de convergence de la loi de son nombre d’arêtes (aprés un changement d’échelle) vers un processus Gaussien continu.

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Copyright © 2020 Institut Henri Poincaré
Mikołaj J. Kasprzak "Functional approximations via Stein’s method of exchangeable pairs," Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56(4), 2540-2564, (November 2020). https://doi.org/10.1214/20-AIHP1049
Received: 24 March 2019; Accepted: 3 February 2020; Published: November 2020
Vol.56 • No. 4 • November 2020
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