A new Berry-Esseen bound for non-linear functionals of non-symmetric and non-homogeneous infinite Rademacher sequences is established. It is based on a discrete version of the Malliavin-Stein method and an analysis of the discrete Ornstein-Uhlenbeck semigroup. The result is applied to sub-graph counts and to the number of vertices having a prescribed degree in the Erdős-Renyi random graph. A further application deals with a percolation problem on trees.2010 Mathematics Subject Classification. 05C80, 60F05, 60H07, 82B43.
Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a connection to small ball probabilities and shed new light onto the relation between central limit theorems on the Rademacher chaos and norms of contraction operators. Applications concern infinite weighted 2-runs, a combinatorial central limit theorem and traces of Bernoulli random matrices.2010 Mathematics Subject Classification. 60F05, 60G50, 60B20, 60H07.
In the present paper we prove moderate deviations for a Curie-Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard in [C. Dombry and N. Guillotin-Plantard, Markov Process. Related Fields 15 (2009) 1-30]. The results extend those already obtained for the Curie-Weiss model without external field by Eichelsbacher and Löwe in [P. Eichelsbacher and M. Löwe, Markov Process. Related Fields 10 (2004) 345-366]. The Curie-Weiss model with dynamical external field is related to the so called dynamic Z-random walks (see [N.Guillotin-Plantard and R. Schott, Theory and applications, Elsevier B. V., Amsterdam ( 2006).]). We also prove a moderate deviation result for the dynamic Z-random walk, completing the list of limit theorems for this object.
We extend the construction by Külske and Iacobelli of metastates in finite-state mean-field models in independent disorder to situations where the local disorder terms are a sample of an external ergodic Markov chain in equilibrium. We show that for non-degenerate Markov chains, the structure of the theorems is analogous to the case of i.i.d. variables when the limiting weights in the metastate are expressed with the aid of a CLT for the occupation time measure of the chain. As a new phenomenon we also show in a Potts example that for a degenerate nonreversible chain this CLT approximation is not enough, and that the metastate can have less symmetry than the symmetry of the interaction and a Gaussian approximation of disorder fluctuations would suggest.
In the present paper we consider the fluctuations of the free energy in the random energy model (REM) on a moderate deviation scale. We find that for high temperatures the normal approximation holds only in a narrow range of scalings away from the CLT. For scalings of higher order, probabilities of moderate deviations decay faster than exponentially.
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