Smoothness and Lévy concentration function inequalities for distributions of random diagonal sums
Author:
Bero Roos
Journal:
Theor. Probability and Math. Statist. 111 (2024), 137-151
MSC (2020):
Primary 60F05, 62E17
DOI:
https://doi.org/10.1090/tpms/1219
Published electronically:
October 30, 2024
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Abstract: We present new explicit upper bounds for the smoothness of the distribution of the random diagonal sum $S_n=\sum _{j=1}^nX_{j,\pi (j)}$ of a random $n\times n$ matrix $X=(X_{j,r})$, where $X_{j,r}$ are independent integer valued random variables, and $\pi$ denotes a uniformly distributed random permutation on $\{1,\dots ,n\}$ independent of $X$. As a measure of smoothness, we consider the total variation distance between the distributions of $S_n$ and $1+S_n$. Our approach uses new auxiliary inequalities for a generalized normalized matrix hafnian and for inverse moments of non-negative random variables, which could be of independent interest. This approach is also used to prove upper bounds of the Lévy concentration function of $S_n$ in the case of independent real valued random variables $X_{j,r}$.
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References
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- A. D. Barbour and A. Xia, Poisson perturbations, ESAIM Probab. Stat. 3 (1999), 131–150. MR 1716120
- A. Barvinok, Combinatorics and complexity of partition functions, Springer, Cham, 2016. MR 3558532
- E. Bolthausen, An estimate of the remainder in a combinatorial central limit theorem, Z. Wahrsch. Verw. Gebiete 66 (1984), no. 3, 379–386. MR 751577
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- L. H. Y. Chen and X. Fang, On the error bound in a combinatorial central limit theorem, Bernoulli 21 (2015), no. 1, 335–359. MR 3322321
- N. G. Gamkrelidze, On the smoothing of probabilities of integer-valued random variables, Teoriya Veroyatnosteĭ i ee Primeneniya 26 (1981), no. 4, 835–841, (Russian), English translation in Theory Probab. Appl. 26 (1981), no. 4, 823–828. MR 636780
- J. Hájek, Z. Šidák, and P. K. Sen, Theory of rank tests, second ed., Academic Press, San Diego, CA, 1999. MR 1680991
- W. Hengartner and R. Theodorescu, Concentration functions, Academic Press, New York, 1973. MR 331448
- W. Hoeffding, A combinatorial central limit theorem, Annals of Mathematical Statistics 22 (1951), no. 4, 558–566. MR 44058
- L. Mattner and B. Roos, A shorter proof of Kanter’s Bessel function concentration bound, Probab. Theory Related Fields 139 (2007), no. 1-2, 191–205. MR 2322695
- M. Motoo, On the Hoeffding’s combinatorial central limit theorem, Ann. Inst. Statist. Math. 8 (1957), 145–154. MR 89560
- V. V. Petrov, Limit theorems of probability theory, The Clarendon Press, New York, 1995. MR 1353441
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- B. Roos, Refined total variation bounds in the multivariate and compound Poisson approximation, ALEA Lat. Am. J. Probab. Math. Stat. 14 (2017), no. 1, 337–360. MR 3647296
- B. Roos, New inequalities for permanents and hafnians and some generalizations, Preprint, arXiv:1906.06176, 34 pages, 2020 (v1–2019).
- B. Roos, On the accuracy in a combinatorial central limit theorem: the characteristic function method, Teoriya Veroyatnosteĭ i ee Primeneniya 67 (2022), no. 1, 150–175, also in Theory Probab. Appl., 67 (2022), no. 1, 118–139. MR 4466417
- A. Wald and J. Wolfowitz, Statistical tests based on permutations of the observations, Annals of Mathematical Statistics 15 (1944), no. 4, 358–372. MR 11424
- D. A. Wooff, Bounds on reciprocal moments with applications and developments in Stein estimation and post-stratification, J. R. Stat. Soc. Ser. B. 47 (1985), no. 2, 362–371. MR 816102
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Additional Information
Bero Roos
Affiliation:
FB IV – Dept. of Mathematics, University of Trier, 54286 Trier, Germany
Email:
bero.roos@uni-trier.de
Keywords:
Generalized hafnian,
Hoeffding permutation statistic,
Lévy concentration function inequality,
random diagonal sum,
smoothness inequality
Received by editor(s):
July 14, 2023
Accepted for publication:
November 18, 2023
Published electronically:
October 30, 2024
Article copyright:
© Copyright 2024
Taras Shevchenko National University of Kyiv