For all @math , we show that the set of Poisson Binomial distributions on @math variables admits a proper @math -cover in total variation distance of size @math , which can also be computed in polynomial time. We discuss the implications of our construction for approximation algorithms and the computation of approximate Nash equilibria in anonymous games.
In Probability and Statistics there is a broad literature studying various properties of these distributions; see @cite_18 for an introduction to some of this work. Many results provide approximations to the Poisson Binomial distribution via simpler distributions. In a well-known result, Le Cam @cite_19 shows that, for any vector @math , @math where @math is the Poisson distribution with parameter @math . Subsequently many other proofs of this bound and improved ones, such as Theorem of , were given, using a range of different techniques; @cite_21 @cite_2 @cite_24 @cite_8 is a sampling of work along these lines, and Steele @cite_5 gives an extensive list of relevant references. Much work has also been done on approximating PBDs by Normal distributions (see e.g. @cite_25 @cite_11 @cite_13 @cite_27 @cite_23 ) and by Binomial distributions; see e.g. Ehm's result @cite_7 , given as Theorem of , as well as Soon's result @cite_4 and Roos's result @cite_22 , given as Theorem of .
@cite_18 @cite_4 @cite_22 @cite_7 @cite_8 @cite_21 @cite_24 @cite_19 @cite_27 @cite_23 @cite_2 @cite_5 @cite_13 @cite_25 @cite_11
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where (an)n ENo is some sequence of nonnegative numbers, (Sn),nENo is the sequence of partial sums, S0 = 0, Sn = XflXk, of another sequence (Xk)kEN of i.i.d. random variables, and A c R is a fixed Borel set such as [0,1] or [0, oo). Examples of such convolution series are subordinated distributions (f=0Oan = 1) which arise as distributions of random sums, and harmonic and ordinary renewal measures (a0 = 0, an = 1 n for all n C N in the first, an = 1 for all n C NO in the second case). These examples are in turn essential for the analysis of the large time behaviour of diverse applied models such as branching and queueing processes, they are also of interest in connection with representation theorems such as the Levy representation of infinitely divisible distributions. A traditional approach to such problems is via regular variation: If the underlying random variables are nonnegative we can use Laplace transforms and the related Abelian and Tauberian theorems [see, e.g., Stam (1973) in the context of subordination and Feller (1971, XIV.3) in connection with renewal theory; Embrechts, Maejima, and Omey (1984) is a recent treatment of generalized renewal measures along these lines]. The approach of the present paper is based on the Wiener-Levy-Gel'fand theorem and has occasionally been called the Banach algebra method. In Gruibel (1983) we gave a new variant of this method for the special case of lattice distributions, showing that by using the appropriate Banach algebras of sequences, arbitrarily fine expansions are possible under certain assumptions on the higher-order differences of (P(X1 = n))fnEN. Here we give a corresponding treatment of nonlattice distributions. We restrict ourselves to an analogue of first-order differences and obtain a number of theorems which perhaps are described best as next-term results. To explain this let us consider a special case in more detail. Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 This paper studies networks where all nodes are distributed on a unit square A=Δ [- [1 2], [1 2]]2 following a Poisson distribution with known density ρ and a pair of nodes separated by an Euclidean distance x are directly connected with probability grρ(x)=Δg(x rρ), independent of the event that any other pair of nodes are directly connected. Here, g:[0,∞)→ [0,1] satisfies the conditions of rotational invariance, nonincreasing monotonicity, integral boundedness, and g(x)=o(1 (x2log2x)) ; further, rρ=√ (logρ+b) (Cρ) where C=∫ℜ2g(||x||)dx and b is a constant. Denote the aforementioned network by G(Xρ,grρ,A). We show that as ρ→ ∞, 1) the distribution of the number of isolated nodes in G(Xρ,grρ,A) converges to a Poisson distribution with mean e-b ; 2) asymptotically almost surely (a.a.s.) there is no component in G(Xρ,grρ,A) of fixed and finite order k >; 1; c) a.a.s. the number of components with an unbounded order is one. Therefore, as ρ→ ∞, the network a.a.s. contains a unique unbounded component and isolated nodes only; a sufficient and necessary condition for G(Xρ,grρ,A) to be a.a.s. connected is that there is no isolated node in the network, which occurs when b→ ∞ as ρ→ ∞. These results expand recent results obtained for connectivity of random geometric graphs from the unit disk model and the fewer results from the log-normal model to the more general and more practical random connection model. We introduce a new approach to characterizing the unobserved portion of a distribution, which provides sublinear--sample estimators achieving arbitrarily small additive constant error for a class of properties that includes entropy and distribution support size. Additionally, we show new matching lower bounds. Together, this settles the longstanding question of the sample complexities of these estimation problems, up to constant factors. Our algorithm estimates these properties up to an arbitrarily small additive constant, using O(n log n) samples, where n is a bound on the support size, or in the case of estimating the support size, 1 n is a lower bound on the probability of any element of the domain. Previously, no explicit sublinear--sample algorithms for either of these problems were known. Our algorithm is also computationally extremely efficient, running in time linear in the number of samples used. In the second half of the paper, we provide a matching lower bound of Ω(n log n) samples for estimating entropy or distribution support size to within an additive constant. The previous lower-bounds on these sample complexities were n 2O(√log n). To show our lower bound, we prove two new and natural multivariate central limit theorems (CLTs); the first uses Stein's method to relate the sum of independent distributions to the multivariate Gaussian of corresponding mean and covariance, under the earthmover distance metric (also known as the Wasserstein metric). We leverage this central limit theorem to prove a stronger but more specific central limit theorem for "generalized multinomial" distributions---a large class of discrete distributions, parameterized by matrices, that represents sums of independent binomial or multinomial distributions, and describes many distributions encountered in computer science. Convergence here is in the strong sense of statistical distance, which immediately implies that any algorithm with input drawn from a generalized multinomial distribution behaves essentially as if the input were drawn from a discretized Gaussian with the same mean and covariance. Such tools in the multivariate setting are rare, and we hope this new tool will be of use to the community.