Anticoncentration and Berry-Esseen bounds for random tensors

成果类型:
Article; Early Access
署名作者:
Dodos, Pandelis; Tyros, Konstantinos
署名单位:
National & Kapodistrian University of Athens
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/s00440-023-01211-x
发表日期:
2023
关键词:
CENTRAL-LIMIT-THEOREM statistics inequalities matrices
摘要:
We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions Sigma(d)(i is an element of[n]) theta(i) X-i of random tensors X = < X-i : i is an element of [n](d)> which are symmetric and exchangeable, and whose entries have bounded third moment and vanish on diagonal indices. These estimates are expressed in terms of intrinsic (and easily computable) parameters associated with the random tensor X and the given coefficients , and they are optimal in various regimes. The key ingredient-which is of independent interest-is a combinatorial CLT for high-dimensional tensors which provides quantitative non-asymptotic normality under suitable conditions, of statistics of the form [GRAPHICS] where zeta : [n](d)x[n](d) -> Ris a deterministic real tensor, and pi is a random permutation uniformly distributed on the symmetric group S-n. Our results extend, in any dimension d, classical work of Bolthausen who covered the one-dimensional case, and more recent work of Barbour/Chen who treated the two-dimensional case.
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