§11.6: The Invariance Principle

Let’s summarize the Variant Berry–Esseen Theorem and proof from the preceding section, using slightly different notation. (Specifically, we’ll rewrite $\boldsymbol{X}_i = a_i {\boldsymbol{x}}_i$ where $\mathop{\bf Var}[{\boldsymbol{x}}_i] = 1$, so $a_i = \pm \sigma_i$.)

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§11.5: The Berry–Esseen Theorem

Now that we’ve built up some results concerning Gaussian space, we’re motivated to try reducing problems involving Boolean functions to problems involving Gaussian functions. The key tool for this is the Invariance Principle, discussed at the beginning of the chapter. As a warmup, this section is devoted to proving (a form of) the Berry–Esseen [...]

Chapter 9 exercises

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§9.1: Low-degree polynomials are reasonable

As anyone who has worked in probability knows, a random variable can sometimes behave in rather “unreasonable” ways. It may be never close to its expectation. It might exceed its expectation almost always, or almost never. It might have finite $1$st, $2$nd, and $3$rd moments, but an infinite $4$th moment. All of this poor behaviour [...]