Related papers: Stein's method for dependent random variables occu…
The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens up a new and interestingly rich phase structure. In this…
There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…
We prove concentration inequalities of the form $P(Y \ge t) \le \exp(-B(t))$ for a random variable $Y$ with mean zero and variance $\sigma^2$ using a coupling technique from Stein's method that is so-called approximate zero bias couplings.…
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment…
We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…
We study the limiting thermodynamic behavior of the normalized sums of spins in multi-species Curie-Weiss models. We find sufficient conditions for the limiting random vector to be Gaussian (or to have an exponential distribution of higher…
We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…
We consider $M/Ph/n+M$ queueing systems in steady state. We prove that the Wasserstein distance between the stationary distribution of the normalized system size process and that of a piecewise Ornstein-Uhlenbeck (OU) process is bounded by…
We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…
Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…
The central limit theorem is one of the most fundamental results in probability and has been successfully extended to locally dependent data and strongly-mixing random fields. In this paper, we establish its rate of convergence for…
We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment. Based on a correlation representation, we obtain a characterizing non-local Stein operator which boils…
We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can be written as products of independent random variables. We…
We use Stein's method to obtain a bound on the distance between scaled $p$-dimensional random walks and a $p$-dimensional (correlated) Brownian Motion. We consider dependence schemes including those in which the summands in scaled sums are…
Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
We discuss a Curie-Weiss model with two groups with different coupling constants within and between groups. For the total magnetisations in each group, we show bivariate laws of large numbers and a central limit theorem which is valid in…
The purpose of this dissertation is to introduce a version of Stein's method of exchangeable pairs to solve problems in measure concentration. We specifically target systems of dependent random variables, since that is where the power of…
The applicability conditions of a recently reported Central Limit Theorem-based approximation method in statistical physics are investigated and rigorously determined. The failure of this method at low and intermediate temperature is proved…