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How to Hoodwink a Halfspace A survey done in partial fulfillment of the requirements of the Comprehensive Examination for doctoral candidates Purushottam Kar Y8111062 January 12, 2010 How to Hoodwink a Halfspace 1 / 45 Halfspaces Definition

  1. The Art and Mathematics of Deception Definition (Fooling a Function) A distribution D on strings over {− 1 , 1 } of length n is said to ǫ -fool a boolean function f : {− 1 , 1 } n → {− 1 , 1 } if | E x ←D [ f ( x )] − E x ←U [ f ( x )] | ≤ ǫ But why would one want to indulge in such a trivial pursuit ? How to Hoodwink a Halfspace 6 / 45

  2. The Art and Mathematics of Deception Definition (Fooling a Function) A distribution D on strings over {− 1 , 1 } of length n is said to ǫ -fool a boolean function f : {− 1 , 1 } n → {− 1 , 1 } if | E x ←D [ f ( x )] − E x ←U [ f ( x )] | ≤ ǫ Can we fool certain functions using distributions that we can “create” ourselves given smaller amount of randomness ? How to Hoodwink a Halfspace 6 / 45

  3. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k How to Hoodwink a Halfspace 7 / 45

  4. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k 0 0 0 0   0 0 1 1     0 1 0 1     0 1 1 0     1 0 0 1     1 0 1 0     1 1 0 0   1 1 1 1 Example taken from http://www.nada.kth.se/~johanh/verktyg/lecture3.pdf How to Hoodwink a Halfspace 7 / 45

  5. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k 0 0 0 0   0 0 1 1     0 1 0 1     0 1 1 0     1 0 0 1     1 0 1 0     1 1 0 0   1 1 1 1 Example taken from http://www.nada.kth.se/~johanh/verktyg/lecture3.pdf How to Hoodwink a Halfspace 7 / 45

  6. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k 0 0 0 0   0 0 1 1     0 1 0 1     0 1 1 0     1 0 0 1     1 0 1 0     1 1 0 0   1 1 1 1 Example taken from http://www.nada.kth.se/~johanh/verktyg/lecture3.pdf How to Hoodwink a Halfspace 7 / 45

  7. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k 0 0 0 0   0 0 1 1     0 1 0 1     0 1 1 0     1 0 0 1     1 0 1 0     1 1 0 0   1 1 1 1 Example taken from http://www.nada.kth.se/~johanh/verktyg/lecture3.pdf How to Hoodwink a Halfspace 7 / 45

  8. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k 0 0 0 0   0 0 1 1     0 1 0 1     0 1 1 0     1 0 0 1     1 0 1 0     1 1 0 0   1 1 1 1 Example taken from http://www.nada.kth.se/~johanh/verktyg/lecture3.pdf How to Hoodwink a Halfspace 7 / 45

  9. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k 0 0 0 0   Construction 0 0 1 1   Optimal constructions of such distributions exist   0 1 0 1     0 1 1 0     1 0 0 1     1 0 1 0     1 1 0 0   1 1 1 1 Example taken from http://www.nada.kth.se/~johanh/verktyg/lecture3.pdf How to Hoodwink a Halfspace 7 / 45

  10. Less than random distributions Definition (k-wise Independence) A distribution D on {− 1 , +1 } n is said to be k -wise independent if the projection of D on any k indices is uniformly distributed over {− 1 , +1 } k 0 0 0 0   Construction 0 0 1 1   Optimal constructions of such distributions exist   0 1 0 1     0 1 1 0   Randomness Requirement   1 0 0 1     Given a sequence of k log n random bits, one can 1 0 1 0     1 1 0 0 generate a sequence of n random bits that is k -wise   independent. 1 1 1 1 Example taken from http://www.nada.kth.se/~johanh/verktyg/lecture3.pdf How to Hoodwink a Halfspace 7 / 45

  11. Pre [DGJ + 09] ... The Complexity Theory part ... contd We know how to fool low-degree polynomials, constant depth boolean circuits , ... How to Hoodwink a Halfspace 8 / 45

  12. Pre [DGJ + 09] ... The Complexity Theory part ... contd We know how to fool low-degree polynomials, constant depth boolean circuits , ... Some of these constructions imply that halfspaces with small weights can be fooled How to Hoodwink a Halfspace 8 / 45

  13. Pre [DGJ + 09] ... The Complexity Theory part ... contd We know how to fool low-degree polynomials, constant depth boolean circuits , ... Some of these constructions imply that halfspaces with small weights can be fooled The question of fooling general halfspaces ... How to Hoodwink a Halfspace 8 / 45

  14. Pre [DGJ + 09] ... The Complexity Theory part ... contd We know how to fool low-degree polynomials, constant depth boolean circuits , ... Some of these constructions imply that halfspaces with small weights can be fooled The question of fooling general halfspaces ... [DGJ + 09] How to Hoodwink a Halfspace 8 / 45

  15. Pre [DGJ + 09] ... The Complexity Theory part ... contd We know how to fool low-degree polynomials, constant depth boolean circuits , ... Some of these constructions imply that halfspaces with small weights can be fooled The question of fooling general halfspaces ... [DGJ + 09] The question investigated by [DGJ + 09] is not directly related to construction of pseudo-random generators for halfspaces How to Hoodwink a Halfspace 8 / 45

  16. Pre [DGJ + 09] ... The Complexity Theory part ... contd We know how to fool low-degree polynomials, constant depth boolean circuits , ... Some of these constructions imply that halfspaces with small weights can be fooled The question of fooling general halfspaces ... [DGJ + 09] The question being asked is that of a property fooling a class of functions rather than a distribution doing so How to Hoodwink a Halfspace 8 / 45

  17. A Key Result Theorem ([Baz07]) A boolean function f : {− 1 , 1 } n → {− 1 , 1 } can be ǫ -fooled by the class of k-wise independent distributions iff there exist multivariate polynomials u : {− 1 , 1 } n → {− 1 , 1 } , l : {− 1 , 1 } n → {− 1 , 1 } , such that deg( u ) , deg( l ) ≤ k u ( x ) ≥ f ( x ) ≥ l ( x ) ∀ x ∈ {− 1 , 1 } n E x ←U [ u ( x ) − f ( x )] , E x ←U [ f ( x ) − l ( x )] ≤ ǫ How to Hoodwink a Halfspace 9 / 45

  18. Pre [DGJ + 09] ... The Complexity Theory part ... contd Has been used very productively to fool How to Hoodwink a Halfspace 10 / 45

  19. Pre [DGJ + 09] ... The Complexity Theory part ... contd Has been used very productively to fool DNFs [Baz07] [Raz08] How to Hoodwink a Halfspace 10 / 45

  20. Pre [DGJ + 09] ... The Complexity Theory part ... contd Has been used very productively to fool DNFs [Baz07] [Raz08] AC 0 functions [Bra09] How to Hoodwink a Halfspace 10 / 45

  21. Pre [DGJ + 09] ... The Complexity Theory part ... contd Has been used very productively to fool DNFs [Baz07] [Raz08] AC 0 functions [Bra09] halfspaces [DGJ + 09][GOWZ10][KNW10] How to Hoodwink a Halfspace 10 / 45

  22. Pre [DGJ + 09] ... The Complexity Theory part ... contd Has been used very productively to fool DNFs [Baz07] [Raz08] AC 0 functions [Bra09] halfspaces [DGJ + 09][GOWZ10][KNW10] Note : Servedio’s construction in [Ser07] gives us PRGs for halfspaces if ǫ = Ω(1 / √ log n ). The [DGJ + 09] construction itself stops working if ǫ = O (1 / √ n ) How to Hoodwink a Halfspace 10 / 45

  23. Now [DGJ + 09] How to Hoodwink a Halfspace 11 / 45

  24. Plan of attack Goal : Find two low-degree polynomials that sandwich our halfspace function while closely approximating it How to Hoodwink a Halfspace 12 / 45

  25. Plan of attack Plan of attack : How to Hoodwink a Halfspace 12 / 45

  26. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function How to Hoodwink a Halfspace 12 / 45

  27. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it How to Hoodwink a Halfspace 12 / 45

  28. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it Use it to construct a polynomial that lower bounds the sgn function while closely approximating it How to Hoodwink a Halfspace 12 / 45

  29. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it Use it to construct a polynomial that lower bounds the sgn function while closely approximating it Wait ... what happened to the halfspace ?? How to Hoodwink a Halfspace 12 / 45

  30. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it Use it to construct a polynomial that lower bounds the sgn function while closely approximating it Probably need to restate some of the goals How to Hoodwink a Halfspace 12 / 45

  31. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it under the Gaussian distribution Use it to construct a polynomial that lower bounds the sgn function while closely approximating it How to Hoodwink a Halfspace 12 / 45

  32. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it under the Gaussian distribution Use it to construct a polynomial that lower bounds the sgn function while closely approximating it under the Gaussian distribution How to Hoodwink a Halfspace 12 / 45

  33. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it under the Gaussian distribution Use it to construct a polynomial that lower bounds the sgn function while closely approximating it under the Gaussian distribution Use the fact that values taken by homogeneous ’regular’ linear polynomials are distributed normally How to Hoodwink a Halfspace 12 / 45

  34. Step 1 How to Hoodwink a Halfspace 13 / 45

  35. Step 2 How to Hoodwink a Halfspace 14 / 45

  36. Step 3 How to Hoodwink a Halfspace 15 / 45

  37. Step 3 How to Hoodwink a Halfspace 16 / 45

  38. Approximating Real-valued Functions - I Theorem (Jackson) Any bounded continuous function f : [ − 1 , 1] → R admits a � 1 � 6 ω f -pointwise approximation by a degree- ℓ polynomial in the ℓ domain [ − 1 , 1] . How to Hoodwink a Halfspace 17 / 45

  39. Approximating Real-valued Functions - I Theorem (Jackson) Any bounded continuous function f : [ − 1 , 1] → R admits a � 1 � 6 ω f -pointwise approximation by a degree- ℓ polynomial in the ℓ domain [ − 1 , 1] . Use Jackson’s theorem to O (1)-approximate sgn by a degree O (1 / a ) polynomial ( a = ǫ 2 / log (1 /ǫ )) How to Hoodwink a Halfspace 17 / 45

  40. Approximating Real-valued Functions - I Theorem (Jackson) Any bounded continuous function f : [ − 1 , 1] → R admits a � 1 � 6 ω f -pointwise approximation by a degree- ℓ polynomial in the ℓ domain [ − 1 , 1] . Use Jackson’s theorem to O (1)-approximate sgn by a degree O (1 / a ) polynomial ( a = ǫ 2 / log (1 /ǫ )) Use an amplifying polynomial of degree O ( log (1 /ǫ )) to reduce the error to ǫ 2 How to Hoodwink a Halfspace 17 / 45

  41. Approximating Real-valued Functions - I Theorem (Jackson) Any bounded continuous function f : [ − 1 , 1] → R admits a � 1 � 6 ω f -pointwise approximation by a degree- ℓ polynomial in the ℓ domain [ − 1 , 1] . Use Jackson’s theorem to O (1)-approximate sgn by a degree O (1 / a ) polynomial ( a = ǫ 2 / log (1 /ǫ )) Use an amplifying polynomial of degree O ( log (1 /ǫ )) to reduce the error to ǫ 2 Lemma There is a polynomial p 1 ( x ) of degree 2 m = O (1 /ǫ 2 log 2 (1 /ǫ )) which gives a pointwise ǫ 2 -approximation to the sgn function in the range [ − 1 , − a ] ∪ [ a , 1] . How to Hoodwink a Halfspace 17 / 45

  42. Approximating Real-valued Functions - II Theorem (Chebyshev) For any bounded continuous function f : [ k , l ] → R and any non-zero continuous function f : [ k , l ] → R , for every m, there is a unique degree-m polynomial r ( z ) that minimizes the maximum pointwise error max x ∈ [ k , l ] | f ( x ) − s ( x ) r ( x ) | and is characterized by the fact that the function s ( x ) r ( x ) achieves this maximum error m + 2 times in the interval [ k , l ] with alternating signs. How to Hoodwink a Halfspace 18 / 45

  43. Approximating Real-valued Functions - II Theorem (Chebyshev) For any bounded continuous function f : [ k , l ] → R and any non-zero continuous function f : [ k , l ] → R , for every m, there is a unique degree-m polynomial r ( z ) that minimizes the maximum pointwise error max x ∈ [ k , l ] | f ( x ) − s ( x ) r ( x ) | and is characterized by the fact that the function s ( x ) r ( x ) achieves this maximum error m + 2 times in the interval [ k , l ] with alternating signs. Use Chebyshev’s theorem to get the best degree m approximation x ∈ [ a 2 , 1] | 1 − √ xr ( x ) | r ( x ) which minimizes max How to Hoodwink a Halfspace 18 / 45

  44. Approximating Real-valued Functions - II Theorem (Chebyshev) For any bounded continuous function f : [ k , l ] → R and any non-zero continuous function f : [ k , l ] → R , for every m, there is a unique degree-m polynomial r ( z ) that minimizes the maximum pointwise error max x ∈ [ k , l ] | f ( x ) − s ( x ) r ( x ) | and is characterized by the fact that the function s ( x ) r ( x ) achieves this maximum error m + 2 times in the interval [ k , l ] with alternating signs. Use Chebyshev’s theorem to get the best degree m approximation x ∈ [ a 2 , 1] | 1 − √ xr ( x ) | r ( x ) which minimizes max Let p ( x ) = x · r ( x 2 ). How to Hoodwink a Halfspace 18 / 45

  45. Completing Step 1 Write p 1 ( x ) in the form x · r 1 ( x 2 ) How to Hoodwink a Halfspace 19 / 45

  46. Completing Step 1 Write p 1 ( x ) in the form x · r 1 ( x 2 ) Use it to bound the error of p ( x ) in the interval [ − 1 , a ] ∪ [ a , 1] by ǫ 2 How to Hoodwink a Halfspace 19 / 45

  47. Completing Step 1 Write p 1 ( x ) in the form x · r 1 ( x 2 ) Use it to bound the error of p ( x ) in the interval [ − 1 , a ] ∪ [ a , 1] by ǫ 2 and get some more properties ... How to Hoodwink a Halfspace 19 / 45

  48. Completing Step 1 Write p 1 ( x ) in the form x · r 1 ( x 2 ) Use it to bound the error of p ( x ) in the interval [ − 1 , a ] ∪ [ a , 1] by ǫ 2 and get some more properties ... Lemma There is a polynomial p ( x ) of degree 2 m + 1 = O (1 /ǫ 2 log 2 (1 /ǫ )) such that How to Hoodwink a Halfspace 19 / 45

  49. Completing Step 1 Write p 1 ( x ) in the form x · r 1 ( x 2 ) Use it to bound the error of p ( x ) in the interval [ − 1 , a ] ∪ [ a , 1] by ǫ 2 and get some more properties ... Lemma There is a polynomial p ( x ) of degree 2 m + 1 = O (1 /ǫ 2 log 2 (1 /ǫ )) such that p ( x ) ∈ sgn ( x ) ± ǫ 2 for all | x | ∈ [ a , 1] How to Hoodwink a Halfspace 19 / 45

  50. Completing Step 1 Write p 1 ( x ) in the form x · r 1 ( x 2 ) Use it to bound the error of p ( x ) in the interval [ − 1 , a ] ∪ [ a , 1] by ǫ 2 and get some more properties ... Lemma There is a polynomial p ( x ) of degree 2 m + 1 = O (1 /ǫ 2 log 2 (1 /ǫ )) such that p ( x ) ∈ sgn ( x ) ± ǫ 2 for all | x | ∈ [ a , 1] p ( x ) ∈ ± (1 + ǫ 2 ) for all | x | ∈ [0 , a ] How to Hoodwink a Halfspace 19 / 45

  51. Completing Step 1 Write p 1 ( x ) in the form x · r 1 ( x 2 ) Use it to bound the error of p ( x ) in the interval [ − 1 , a ] ∪ [ a , 1] by ǫ 2 and get some more properties ... Lemma There is a polynomial p ( x ) of degree 2 m + 1 = O (1 /ǫ 2 log 2 (1 /ǫ )) such that p ( x ) ∈ sgn ( x ) ± ǫ 2 for all | x | ∈ [ a , 1] p ( x ) ∈ ± (1 + ǫ 2 ) for all | x | ∈ [0 , a ] p ( x ) is increasing in ( ∞ , − 1] ∪ [1 , ∞ ) . How to Hoodwink a Halfspace 19 / 45

  52. Step 1 How to Hoodwink a Halfspace 20 / 45

  53. Step 1 How to Hoodwink a Halfspace 20 / 45

  54. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 How to Hoodwink a Halfspace 21 / 45

  55. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 Use simple case analyses How to Hoodwink a Halfspace 21 / 45

  56. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 ... and the fact that a polynomial of degree d taking values in [ − b , b ] on [ − 1 , 1] is bounded by b | 2 x | d for all | x | > 1 How to Hoodwink a Halfspace 21 / 45

  57. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 ... and the fact that a polynomial of degree d taking values in [ − b , b ] on [ − 1 , 1] is bounded by b | 2 x | d for all | x | > 1 ... to get the following result How to Hoodwink a Halfspace 21 / 45

  58. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 ... and the fact that a polynomial of degree d taking values in [ − b , b ] on [ − 1 , 1] is bounded by b | 2 x | d for all | x | > 1 ... to get the following result Lemma There is a polynomial P ( x ) of degree K = O (1 /ǫ 2 log 2 (1 /ǫ )) such that How to Hoodwink a Halfspace 21 / 45

  59. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 ... and the fact that a polynomial of degree d taking values in [ − b , b ] on [ − 1 , 1] is bounded by b | 2 x | d for all | x | > 1 ... to get the following result Lemma There is a polynomial P ( x ) of degree K = O (1 /ǫ 2 log 2 (1 /ǫ )) such that P ( x ) ≥ sgn ( x ) for all x ∈ R How to Hoodwink a Halfspace 21 / 45

  60. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 ... and the fact that a polynomial of degree d taking values in [ − b , b ] on [ − 1 , 1] is bounded by b | 2 x | d for all | x | > 1 ... to get the following result Lemma There is a polynomial P ( x ) of degree K = O (1 /ǫ 2 log 2 (1 /ǫ )) such that P ( x ) ≥ sgn ( x ) for all x ∈ R P ( x ) ∈ [ sgn ( x ) , sgn ( x ) + ǫ ] for all x ∈ [ − 1 / 2 , − 2 a ] ∪ [0 , 1 / 2] How to Hoodwink a Halfspace 21 / 45

  61. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 ... and the fact that a polynomial of degree d taking values in [ − b , b ] on [ − 1 , 1] is bounded by b | 2 x | d for all | x | > 1 ... to get the following result Lemma There is a polynomial P ( x ) of degree K = O (1 /ǫ 2 log 2 (1 /ǫ )) such that P ( x ) ≥ sgn ( x ) for all x ∈ R P ( x ) ∈ [ sgn ( x ) , sgn ( x ) + ǫ ] for all x ∈ [ − 1 / 2 , − 2 a ] ∪ [0 , 1 / 2] P ( x ) ∈ [ − 1 , 1 + ǫ ] for all x ∈ ( − 2 a , 0) How to Hoodwink a Halfspace 21 / 45

  62. Completing Step 2 � 2 − 1 1 + ǫ 2 + p ( x + a ) Let P ( x ) = 1 � 2 ... and the fact that a polynomial of degree d taking values in [ − b , b ] on [ − 1 , 1] is bounded by b | 2 x | d for all | x | > 1 ... to get the following result Lemma There is a polynomial P ( x ) of degree K = O (1 /ǫ 2 log 2 (1 /ǫ )) such that P ( x ) ≥ sgn ( x ) for all x ∈ R P ( x ) ∈ [ sgn ( x ) , sgn ( x ) + ǫ ] for all x ∈ [ − 1 / 2 , − 2 a ] ∪ [0 , 1 / 2] P ( x ) ∈ [ − 1 , 1 + ǫ ] for all x ∈ ( − 2 a , 0) | P ( x ) | ≤ 2 · (4 x ) K for all | x | ≥ 1 / 2 . How to Hoodwink a Halfspace 21 / 45

  63. Step 2 How to Hoodwink a Halfspace 22 / 45

  64. Step 2 How to Hoodwink a Halfspace 22 / 45

  65. Completing Step 3(i)/3(ii) Left as an exercise � How to Hoodwink a Halfspace 23 / 45

  66. Step 3 How to Hoodwink a Halfspace 24 / 45

  67. Step 3 How to Hoodwink a Halfspace 24 / 45

  68. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it under the Gaussian distribution Use it to construct a polynomial that lower bounds the sgn function while closely approximating it under the Gaussian distribution Now use the fact that values taken by homogeneous ’regular’ linear polynomials are distributed normally How to Hoodwink a Halfspace 25 / 45

  69. Plan of attack Plan of attack : Construct a polynomial that gives a nice point wise approximation to the sgn function Use it to construct a polynomial that upper bounds the sgn function while closely approximating it under the Gaussian distribution Use it to construct a polynomial that lower bounds the sgn function while closely approximating it under the Gaussian distribution Now use the fact that values taken by homogeneous ’regular’ linear polynomials are distributed normally A regular halfspace is one in which no weight is ”large”, i.e. if w i ≤ ǫ � w � 2 for all i , then we call the halfspace ǫ -regular How to Hoodwink a Halfspace 25 / 45

  70. An Effective Central Limit Theorem Theorem (Berry-Ess´ een) Let X 1 , . . . , X n be a sequence of independent random variables �� X 2 � � satisfying E [ X i ] = 0 for all i, i E = σ and i �� � X 3 � � �� i E = ρ . Let S = ( X 1 + , . . . , + X n ) /σ and let F be the i cumulative distribution function of S and Φ be the same for N (0 , 1) . Then x | F ( x ) − Φ( x ) | ≤ ρ/σ 3 . sup How to Hoodwink a Halfspace 26 / 45

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