Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals

Abstract

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived by Nourdin et al. (2010) and then we deduce the bound on Wasserstein distance for normal approximation using the (discrete) Malliavin–Stein approach. Besides, we are able to give the almost sure central limit theorem for a sequence of random variables inside a fixed Rademacher chaos using the Ibragimov–Lifshits criterion.