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Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the…

Probability · Mathematics 2010-11-11 Sourav Chatterjee , Partha S. Dey

We use Stein's method to prove a generalization of the Lindeberg-Feller CLT providing an upper and a lower bound for the superior limit of the Kolmogorov distance between a normally distributed random variable and the rowwise sums of a…

Probability · Mathematics 2011-12-30 Ben Berckmoes , Bob Lowen , Jan Van Casteren

In $1946$, Mark Kac proved a Central Limit type theorem for a sequence of random variables that were not independent. The random variables under consideration were obtained from the angle-doubling map. The idea behind Kac's proof was to…

Probability · Mathematics 2025-04-04 Suprio Bhar , Ritwik Mukherjee , Prathmesh Patil

We study the long-range one-dimensional Riesz gas on the circle, a continuous system of particles interacting through a Riesz kernel. We establish near-optimal rigidity estimates on gaps valid at any scale. Leveraging these local laws…

Probability · Mathematics 2025-07-22 Jeanne Boursier

A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…

Numerical Analysis · Mathematics 2024-12-04 G. Ferrandi , M. E. Hochstenbach , M. R. Oliveira

In this survey, we report on the state of the art of some of the fundamental problems in the Lie theory of Lie groups modeled on locally convex spaces, such as integrability of Lie algebras, integrability of Lie subalgebras to Lie…

Representation Theory · Mathematics 2015-01-27 Karl-Hermann Neeb

We revisit strong approximation theory from a new perspective, culminating in a proof of the Koml\'os-Major-Tusn\'ady embedding theorem for the simple random walk. The proof is almost entirely based on a series of soft arguments and easy…

Probability · Mathematics 2010-07-05 Sourav Chatterjee

The theory of Hitchin systems is something like a "global theory of Lie groups", where one works over a Riemann surface rather than just at a point. We'll describe how one can take this analogy a few steps further by attempting to make…

Algebraic Geometry · Mathematics 2017-09-26 Philip Boalch

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

Probability · Mathematics 2010-07-14 Atul Mallik , Michael Woodroofe

The Little map and the Edelman-Greene insertion algorithm, a generalization of the Robinson-Schensted correspondence, are both used for enumerating the reduced decompositions of an element of the symmetric group. We show the Little map…

Combinatorics · Mathematics 2013-01-15 Zachary Hamaker , Benjamin Young

We establish normal approximation in the Wasserstein metric for both non-degenerate and degenerate second-order U-statistics under cross-sectional dependence using Stein's method. For the non-degenerate case, our results extend recent…

Econometrics · Economics 2026-04-28 Weiguang Liu

The density property for a Stein manifold X implies that the group of holomorphic diffeomorphisms of X is infinite-dimensional and, in a certain well-defined sense, as large as possible. We prove that if G is a complex semisimple Lie group…

Complex Variables · Mathematics 2007-05-23 Arpad Toth , Dror Varolin

Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…

Probability · Mathematics 2009-04-03 Nathan Ross

This is a preliminary version of the first chapter of a book project on the character theory of finite groups of Lie type. It provides the foundations from the general theory of reductive algebraic groups over a finite field.

Representation Theory · Mathematics 2016-08-04 Meinolf Geck , Gunter Malle

We present a generalization of Lie's method for finding the group invariant solutions to a system of partial differential equations. Our generalization relaxes the standard transversality assumption and encompasses the common situation…

Mathematical Physics · Physics 2015-06-26 I. Anderson , M. Fels , C. Torre

This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

Probability · Mathematics 2025-09-26 Xinyu Liu , Xinze Zhang , Yong Li

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Qi-Man Shao

Given a sequence of random variables $X^n=X_1,\ldots, X_n$, discriminating between two hypotheses on the underlying probability distribution is a key task in statistics and information theory. Of interest here is the Stein exponent, i.e.…

Information Theory · Computer Science 2025-10-09 Ludovico Lami

Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the empirical distribution of the samples. A general analysis of…

Statistics Theory · Mathematics 2021-09-14 Liam Hodgkinson , Robert Salomone , Fred Roosta

This paper deals with order identification for nested models in the i.i.d. framework. We study the asymptotic efficiency of two generalized likelihood ratio tests of the order. They are based on two estimators which are proved to be…

Statistics Theory · Mathematics 2007-06-13 Antoine Chambaz