A Functional Combinatorial Central Limit Theorem

Andrew D Barbour (Universit├Ąt Z├╝rich)
Svante Janson (Uppsala universitet)

Abstract


The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the original random process. Distance is measured by comparison of expectations of smooth functionals of the processes, and the argument is by way of Stein's method. The pre-limiting process is then shown, under weak conditions, to converge to a Gaussian limit process. The theorem is used to describe the shape of random permutation tableaux.

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Pages: 2352-2370

Publication Date: October 30, 2009

DOI: 10.1214/EJP.v14-709

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