One idea and two proofs of the KMT theorems
One idea and two proofs of the KMT theorems
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国民党定理的一个想法和两个证明
DOI:
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发表时间:
2020
期刊:
影响因子:
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通讯作者:
Manjunath Krishnapur
中科院分区:
文献类型:
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作者:
Manjunath Krishnapur
Two proofs of the Komlos-Major-Tusnady embedding theorems, one for the uniform empirical process and one for the simple symmetric random walk, are given. More precisely, what are proved are the univariate coupling results needed in the proofs, such as Tusnady's lemma. These proofs are modifications of existing proof architectures, one combinatorial (the original proof with many modifications, due to Csorgo, Revesz, Bretagnolle, Massart, Dudley, Carter, Pollard etc.) and one analytical (due to Sourav Chatterjee). There is one common idea to both proofs: we compare binomial and hypergeometric distributions among themselves, rather than with the Gaussian distribution. In the combinatorial approach, this involves comparing Binomial(n,1/2) distribution with the Binomial(4n,1/2) distribution, which mainly involves comparison between the corresponding binomial coefficients. In the analytical approach, this reduces Chatterjee's method to coupling nearest neighbour Markov chains on integers so that they stay close.