Abstract
Strong embeddings, that is, couplings between a partial sum process of a sequence of random variables and a Brownian motion, have found numerous applications in probability and statistics. We extend Chatterjee’s novel use of Stein’s method for $\{-1,+1\}$ valued variables to a general class of discrete distributions, and provide $\log n$ rates for the coupling of partial sums of independent variables to a Brownian motion, and results for coupling sums of suitably standardized exchangeable variables to a Brownian bridge.
Citation
Chinmoy Bhattacharjee. Larry Goldstein. "On strong embeddings by Stein’s method." Electron. J. Probab. 21 1 - 30, 2016. https://doi.org/10.1214/16-EJP4299
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