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
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.
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.
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.
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 \(\rho \).
Let \(G,H\) be independent standard real Gaussians and let \(-1\le \rho \le 1\). Then \(\Pr [G\le 0,\ \rho G+\sqrt{1-\rho ^2}\, H\le 0]=\tfrac 12-\arccos (\rho )/(2\pi )\).
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 \(\operatorname {Stab}_\rho (h)=\sum _S\rho ^{|S|}\widehat h(S)^2\).
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 \(\operatorname {Stab}_\rho (h)=\sum _S\rho ^{|S|}\widehat h(S)^2\).
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 \(\operatorname {Stab}_\rho (h)=\sum _S\rho ^{|S|}\widehat h(S)^2\).