TY - GEN
T1 - Beyond the Central Limit theorem
T2 - 56th IEEE Annual Symposium on Foundations of Computer Science, FOCS 2015
AU - De, Anindya
N1 - Publisher Copyright:
© 2015 IEEE.
PY - 2015/12/11
Y1 - 2015/12/11
N2 - We prove a new asymptotic expansion in the central limit theorem for sums of discrete independent random variables. The classical central limit theorem asserts that if {Xi}n i=1 is a sequence of n i.i.d. Random variables, then S = ≥ n i=1 Xi converges to a Gaussian whose first two moments match those of S. Further, the rate of convergence is O(n - 1/2) Roughly speaking, asymptotic expansions of the central limit theorem show that by considering a family of limiting distributions specified by k ≥ 2 (k=2 corresponds to Gaussians) and matching the first k moments of S to such a limiting distribution, one can achieve a convergence of n - (k - 1)/2. While such asymptotic expansions have been known since Cramer, they did not apply to discrete and non-identical random variables. Further, the error bounds in nearly all cases was non-explicit (in their dependence on {Xi}), thus limiting their applicability. In this work, we prove a new asymptotic expansions of the central limit theorem which applies to discrete and non-identical random variables and the error bounds are fully explicit. Given the wide applicability of the central limit theorem in probability theory and theoretical computer science, we believe that this new asymptotic expansion theorem will be applicable in several settings. As a main application in this paper, we give an application in derandomization: Namely, we construct PRGs for the class of combinatorial sums, a class of functions first studied by [GMRZ13] and which generalize many previously studied classes such as combinatorial rectangles, small-biased spaces and modular sums among others. A function f : [m]n → {0, 1} is said to be a combinatorial sum if there exists functions f1, fn : [m] → {0, 1} such that f(x1, xn) = f1(x1) ++ fn(xn). For this class, we give a seed length of O(logm + log3/2 (n/∈)), thus improving upon [2] whenever ∈ ≤ 2 - )logn)3/4.
AB - We prove a new asymptotic expansion in the central limit theorem for sums of discrete independent random variables. The classical central limit theorem asserts that if {Xi}n i=1 is a sequence of n i.i.d. Random variables, then S = ≥ n i=1 Xi converges to a Gaussian whose first two moments match those of S. Further, the rate of convergence is O(n - 1/2) Roughly speaking, asymptotic expansions of the central limit theorem show that by considering a family of limiting distributions specified by k ≥ 2 (k=2 corresponds to Gaussians) and matching the first k moments of S to such a limiting distribution, one can achieve a convergence of n - (k - 1)/2. While such asymptotic expansions have been known since Cramer, they did not apply to discrete and non-identical random variables. Further, the error bounds in nearly all cases was non-explicit (in their dependence on {Xi}), thus limiting their applicability. In this work, we prove a new asymptotic expansions of the central limit theorem which applies to discrete and non-identical random variables and the error bounds are fully explicit. Given the wide applicability of the central limit theorem in probability theory and theoretical computer science, we believe that this new asymptotic expansion theorem will be applicable in several settings. As a main application in this paper, we give an application in derandomization: Namely, we construct PRGs for the class of combinatorial sums, a class of functions first studied by [GMRZ13] and which generalize many previously studied classes such as combinatorial rectangles, small-biased spaces and modular sums among others. A function f : [m]n → {0, 1} is said to be a combinatorial sum if there exists functions f1, fn : [m] → {0, 1} such that f(x1, xn) = f1(x1) ++ fn(xn). For this class, we give a seed length of O(logm + log3/2 (n/∈)), thus improving upon [2] whenever ∈ ≤ 2 - )logn)3/4.
KW - Central limit theorem
KW - asymptotic expansions
KW - derandomization
UR - http://www.scopus.com/inward/record.url?scp=84960406761&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84960406761&partnerID=8YFLogxK
U2 - 10.1109/FOCS.2015.59
DO - 10.1109/FOCS.2015.59
M3 - Conference contribution
AN - SCOPUS:84960406761
T3 - Proceedings - Annual IEEE Symposium on Foundations of Computer Science, FOCS
SP - 883
EP - 902
BT - Proceedings - 2015 IEEE 56th Annual Symposium on Foundations of Computer Science, FOCS 2015
PB - IEEE Computer Society
Y2 - 17 October 2015 through 20 October 2015
ER -