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In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…

Probability · Mathematics 2010-04-06 Gesine Reinert , Adrian Röllin

Suppose $k$ balls are dropped into $n$ boxes independently with uniform probability, where $n, k$ are large with ratio approximately equal to some positive real $\lambda$. The maximum box count has a counterintuitive behavior: first of all,…

Probability · Mathematics 2020-10-20 Andrea Ottolini

This paper considers the question of the rate of convergence to ${\alpha}$- stable laws, using arguments based on the Zolotarev distance to prove bounds. We provide a rate of convergence to ${\alpha}$-stable random variable where 1 <…

Probability · Mathematics 2017-12-27 Solym Mawaki Manou-Abi

We adapt Stein's method of diffusion approximations, developed by Barbour, to the study of chaotic dynamical systems. We establish an error bound in the functional central limit theorem with respect to an integral probability metric of…

Dynamical Systems · Mathematics 2025-11-05 Juho Leppänen , Yuto Nakajima , Yushi Nakano

In this article, we establish a near-optimal convergence rate for the CLT of linear eigenvalue statistics of Wigner matrices, in Kolmogorov-Smirnov distance. For all test functions $f\in C^5(\mathbb R)$, we show that the convergence rate is…

Probability · Mathematics 2021-03-22 Zhigang Bao , Yukun He

We bound the error for the normal approximation of the number of triangles in the Erdos-Renyi random graph with respect to the Kolmogorov metric. Our bounds match the best available Wasserstein-bounds obtained by Barbour, Karonski and…

Probability · Mathematics 2017-04-04 Adrian Röllin

The random intersection graph model $\mathcal G(n,m,p)$ is considered. Due to substantial edge dependencies, studying even fundamental statistics such as the subgraph count is significantly more challenging than in the classical binomial…

Combinatorics · Mathematics 2025-04-01 Katarzyna Rybarczyk , Grzegorz Serafin

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

Probability · Mathematics 2019-02-20 Gaultier Lambert , Michel Ledoux , Christian Webb

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…

Probability · Mathematics 2017-02-03 Raphaël Lachièze-Rey , Matthias Schulte , J. E. Yukich

We establish a general Berry-Esseen type bound which gives optimal bounds in many situations under suitable moment assumptions. By combining the general bound with Palm theory, we deduce a new error bound for assessing the accuracy of…

Probability · Mathematics 2020-09-01 Louis H. Y. Chen , Adrian Röllin , Aihua Xia

We give bounds for (central) moments for balanced P\'olya urns under very general conditions. In some cases, these bounds imply that moment convergence holds in earlier known results on asymptotic distribution. The results overlap with…

Probability · Mathematics 2025-05-21 Svante Janson

While the asymptotic normality of the maximum likelihood estimator under regularity conditions is long established, this paper derives explicit bounds for the bounded Wasserstein distance between the distribution of the maximum likelihood…

Statistics Theory · Mathematics 2016-09-29 Andreas Anastasiou , Gesine Reinert

Stein's method is used to prove limit theorems for random character ratios. Tools are developed for four types of structures: finite groups, Gelfand pairs, twisted Gelfand pairs, and association schemes. As one example an error term is…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

The hypothesis that high dimensional data tend to lie in the vicinity of a low dimensional manifold is the basis of manifold learning. The goal of this paper is to develop an algorithm (with accompanying complexity guarantees) for fitting a…

Statistics Theory · Mathematics 2013-12-23 Charles Fefferman , Sanjoy Mitter , Hariharan Narayanan

This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We consider matrices of the form ${\mathbf…

Probability · Mathematics 2025-06-05 Jian Cui , Jiang Hu , Zhidong Bai , Guorong Hu

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

Probability · Mathematics 2018-08-13 Nguyen Tien Dung

In this article we propose a general framework for normal approximation using Stein's method. We introduce the new concept of Stein couplings and we show that it lies at the heart of popular approaches such as the local approach,…

Probability · Mathematics 2010-10-27 Louis H. Y. Chen , Adrian Röllin

We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…

Probability · Mathematics 2013-03-21 Erol A. Peköz , Adrian Röllin , Nathan Ross

An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0\leq L<U\leq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together…

Probability · Mathematics 2015-08-27 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

This paper explores the distribution of indistinguishable balls into distinct urns with varying capacity constraints, a foundational issue in combinatorial mathematics with applications across various disciplines. We present a comprehensive…

Probability · Mathematics 2025-02-07 Jingwei Li , Thomas G. Robertazzi