Woonyoung Chang

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20242026

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math.PR2026

Notes on constants for maxima of Rademacher averages

Woonyoung Chang

Let $ε_{ij}, i, j \geq 1$ be independent Rademacher variables. We prove \begin{equation*} \mathbb{E} \max_{1\leq j\leq p}\left|\frac{1}{n}\sum_{i=1}^nε_{ij}\right| \geq \min\left\{\f…

math.PR2025

The Berry-Esseen Bound for High-dimensional Self-normalized Sums

Woonyoung Chang, Kenta Takatsu, Konrad Urban +1

This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bou…