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323 Boolean Analysis — Threshold Functions — Gaussian

323.1 Overview

The quantitative Gaussian approximation statements and correlated-Gaussian quadrant formula lead to regular-threshold and majority noise-stability bounds.

323.2 Declarations

Definition 323.1 Kolmogorov distance of real measures
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For measures \(\mu ,\nu \) on \(\mathbb R\), define \(D_K(\mu ,\nu )=\sup _{t\in \mathbb R}|\mu (({-\infty },t])-\nu (({-\infty },t])|\), taking the real value of each measure mass, assigning real value zero to infinite mass, and assigning supremum zero if the displayed set is unbounded. For probability measures this is the usual Kolmogorov distance.

Theorem 323.2 Universal third-moment Gaussian approximation
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There exists a universal real constant \(c\ge 0\) such that, for every \(n\ge 0\) and family of independent measurable real random variables \(X_1,\ldots ,X_n\) on any probability space, if each \(|X_i|^3\) is integrable, \(\mathbb E X_i=0\), and \(\sum _i\mathbb E X_i^2=1\), then \(D_K(\mathcal L(\sum _iX_i),\gamma )\le c\sum _i\mathbb E|X_i|^3\). Here \(\gamma \) is standard Gaussian measure and \(D_K(\mu ,\nu )=\sup _{t\in \mathbb R}|\mu (({-\infty },t])-\nu (({-\infty },t])|\) for probability measures.

Theorem 323.3 Absolute first moment of a regular sign sum
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There exists a universal real constant \(C\ge 0\) such that for every \(n\ge 0\), real coefficients \(a_1,\ldots ,a_n\), and real \(\varepsilon \), if \(\sum _i a_i^2=1\) and \(|a_i|\le \varepsilon \) for all \(i\), then \(|\mathbb E|\sum _i a_i\xi _i|-\sqrt{2/\pi }|\le C\varepsilon \), where the \(\xi _i\) are independent uniform signs.

Definition 323.4 Lower-left probability of a Gaussian pair
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Let \(G,H\) be independent standard real Gaussians. For every real \(\rho \), define \(Q(\rho )=\Pr [G\le 0,\ \rho G+\sqrt{\max (1-\rho ^2,0)}\, H\le 0]\); when \(|\rho |\le 1\), the two displayed coordinates form a standard Gaussian pair of correlation \(\rho \).

Theorem 323.5 Sheppard formula for a Gaussian quadrant
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Let \(G,H\) be independent standard real Gaussians and let \(-1\le \rho \le 1\). Then \(\Pr [G\le 0,\ \rho G+\sqrt{1-\rho ^2}\, H\le 0]=\tfrac 12-\arccos (\rho )/(2\pi )\).

Theorem 323.6 Gaussian approximation for regular threshold stability
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There exists a universal real constant \(C\ge 0\) with the following property. For every \(n\ge 0\), real coefficients \(a_i\), and real \(\varepsilon ,\rho \) with \(\sum _i a_i^2=1\), \(|a_i|\le \varepsilon \) for every \(i\), \(|\rho |\lt 1\), and \(\sum _i a_i(-1)^{x_i}\ne 0\) for every \(x\in \{ 0,1\} ^n\), let \(f(x)\) equal \(1\) when \(\sum _i a_i(-1)^{x_i}\ge 0\) and \(-1\) otherwise. Then \(|\operatorname {Stab}_\rho (f)-(2/\pi )\arcsin \rho |\le C\sqrt{\max (\varepsilon ,0)}/(1-\rho )\). For a real function \(h\) on a uniform bit cube, put \(\chi _S(x)=\prod _{i\in S}(-1)^{x_i}\), \(\widehat h(S)=\mathbb E[h\chi _S]\), and \(\operatorname {Stab}_\rho (h)=\sum _S\rho ^{|S|}\widehat h(S)^2\).

Theorem 323.7 Majority stability decreases to the Gaussian limit
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There exists a universal real constant \(C\ge 0\) such that for every \(0\le \rho \lt 1\), the majority function \(M_k\) on \(2k+1\) uniform bits, equal to \(1\) when \(\sum _i(-1)^{x_i}\gt 0\) and \(-1\) otherwise, satisfies \(\operatorname {Stab}_\rho (M_{k+1})\le \operatorname {Stab}_\rho (M_k)\) for all \(k\ge 0\), and \(\operatorname {Stab}_\rho (M_k)\to (2/\pi )\arcsin \rho \) as \(k\to \infty \). For every integer \(k\ge 0\), \((2/\pi )\arcsin \rho \le \operatorname {Stab}_\rho (M_k)\le (2/\pi )\arcsin \rho +C/(\sqrt{1-\rho ^2}\sqrt{2k+1})\). For a real function \(h\) on a uniform bit cube, put \(\chi _S(x)=\prod _{i\in S}(-1)^{x_i}\), \(\widehat h(S)=\mathbb E[h\chi _S]\), and \(\operatorname {Stab}_\rho (h)=\sum _S\rho ^{|S|}\widehat h(S)^2\).

Theorem 323.8 Small-influence upper bound on noise stability
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For every \(0\lt \rho \lt 1\) and \(\varepsilon \gt 0\), there exists \(\tau \gt 0\) such that for all \(n\ge 0\) and \(f\colon \{ 0,1\} ^n\to [-1,1]\) with uniform mean zero and \(I_i(f)\le \tau \) for every \(i\), one has \(\operatorname {Stab}_\rho (f)\le (2/\pi )\arcsin \rho +\varepsilon \). Here \(I_i(f)=\mathbb E[(f(x)-f(x^{\{ i\} }))^2]/4\), where \(x^{\{ i\} }\) flips bit \(i\). For a real function \(h\) on a uniform bit cube, put \(\chi _S(x)=\prod _{i\in S}(-1)^{x_i}\), \(\widehat h(S)=\mathbb E[h\chi _S]\), and \(\operatorname {Stab}_\rho (h)=\sum _S\rho ^{|S|}\widehat h(S)^2\).