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arxiv: 1505.01417 · v3 · pith:FEMCZPANnew · submitted 2015-05-06 · 🧮 math.PR

Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus

classification 🧮 math.PR
keywords calculuschen-steindiscretefunctionalsmalliavinmethodpoissonrademacher
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New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a combination of the Chen-Stein method and a discrete version of Malliavin calculus. We give some applications to shifted discrete multiple stochastic integrals.

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