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Discrete total variation under the multinomial, Part 4: variance under a general distribution
arXiv stat.TH0 views
arXiv:2611.09592v1 Announce Type: cross Abstract: We study the variance of the reference-centered discrete total variation $d_{\mathbf p}=\sum_{j=1}^{n-1}|X_{j+1}-X_j-N(p_{j+1}-p_j)|$ of $X\sim\mathrm{Mult}(N;\mathbf p)$ for fixed $n\ge3$ and fixed $\mathbf p$ with all $p_i>0$, as $N\to\infty$. We prove $\mathrm{Var}(d_{\mathbf p})=N\,v(\mathbf p)+O(1)$, where $v(\mathbf p)$, the variance of the sum of absolute values of the limiting Gaussian edge vector, is expressed through the exact multinomial edge variances and correlations and Nabeya's covariance formula for folded bivariate normal variables. Unlike in the uniform case, non-adjacent edge pairs generally contribute to $v(\mathbf p)$. The $O(1)$ remainder is controlled by a lattice Edgeworth expansion and Poisson summation; it oscillates with the lattice phases $\{N(p_{j+1}-p_j)\}$, and for $n=3,4$, where a pair of edges exhausts the bins, the summation runs over a sublattice coset. The formula reduces to the known uniform result (the classical Hoel--Kamat variance), gives a closed form when the reference law is a symmetric comb, and has a shape-independent large-bin limit for positive $C^1$ profiles. For the statistic $d_{\mathbf r}$ centered at a reference law $\mathbf r\ne\mathbf p$ the absolute values linearize: when every edge is mismatched the variance is that of a linear form in the counts up to an exponentially small error, and in mixed (triangular-array) regimes it is given to $o(N)$ by bivariate folded-normal covariances. The two-bin formulas are recorded from the companion preprints, and exact finite-$N$ reductions for $n\le4$ are used for validation.
Source:https://arxiv.org/abs/2611.09592PreviousM-Estimation in Censored Regression Model under EndogeneityNextPolyhedral Geometry of Degree-Bounded Characteristic Imset Polytopes
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