3-5 August 2022
Universität Klagenfurt
Europe/Vienna timezone

A simplified second-order Gaussian Poincaré inequality with application to random subgraph counting

4 Aug 2022, 15:30
HS 3 (Universität Klagenfurt)

HS 3

Universität Klagenfurt

Talk Stochastics Session A5 Stochastics


A simplified second-order Gaussian Poincaré inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is based on a new bound for the Kolmogorov distance between a general Rademacher functional and a Gaussian random variable, which is established by means of the discrete Malliavin-Stein method and is of independent interest. As an application, standardized subgraph counts in the Erdős-Rényi random graph are discussed.

Primary author

Benedikt Rednoß (Ruhr University Bochum)


Peter Eichelsbacher (Ruhr University Bochum) Christoph Thäle (Ruhr University Bochum) Guangqu Zheng (The University of Edinburgh)

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