Description
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)
Co-authors
Peter Eichelsbacher
(Ruhr University Bochum)
Christoph Thäle
(Ruhr University Bochum)
Guangqu Zheng
(The University of Edinburgh)
