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Related papers: A Berry Esseen Theorem for the Lightbulb Process

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Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…

Probability · Mathematics 2025-02-20 Hui Xiao , Ion Grama , Quansheng Liu

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…

Probability · Mathematics 2023-02-06 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if $1\le n\le 500000$, where $n$ is a number of summands. This result is got both with…

Probability · Mathematics 2018-10-24 Anatolii Zolotukhin , Sergei Nagaev , Vladimir Chebotarev

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices and consider the matrix product $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish the Berry-Esseen bounds…

Probability · Mathematics 2020-10-02 Hui Xiao , Ion Grama , Quansheng Liu

We consider the point process \begin{align*} \frac{1}{Z_{n}}\prod_{1 \leq j < k \leq n} |e^{i\theta_{j}}-e^{-i\theta_{k}}|^{\beta}\prod_{j=1}^{n} d\theta_{j}, \qquad \theta_{1},\ldots,\theta_{n} \in (-\pi,\pi], \quad \beta > 0, \end{align*}…

Probability · Mathematics 2026-04-08 Christophe Charlier

Illumination has been long known to affect semiconductor defect properties during either growth or operating process. Current theories of studying the illumination effects on defects usually have the assumption of unaffected formation…

Computational Physics · Physics 2023-05-05 Guo-Jun Zhu , Yi-Bin Fang , Zhi-Guo Tao , Ji-Hui Yang , Xin-Gao Gong

We generalize the well-known zero bias distribution and the $\lambda$-Stein pair to an approximate zero bias distribution and an approximate $\lambda,R$-Stein pair, respectively. Berry Esseen type bounds to the normal, based on approximate…

Probability · Mathematics 2017-11-27 Nathakhun Wiroonsri

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.

Probability · Mathematics 2011-08-23 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…

Optimization and Control · Mathematics 2020-03-09 Jiayi Guo , Simai He , Zi Ling , Yicheng Liu

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Statistics Theory · Mathematics 2021-11-30 Morgane Austern , Peter Orbanz

In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order…

Statistics Theory · Mathematics 2020-06-18 L. Douge

An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution and provide an error of approximation. However, when the…

Probability · Mathematics 2021-04-28 Qi-Man Shao , Zhuo-Song Zhang

Let $X_1,\...,X_n$ be independent with zero means, finite variances $\sigma_1^2,\...,\sigma_n^2$ and finite absolute third moments. Let $F_n$ be the distribution function of $(X_1+\...+X_n)/\sigma$, where $\sigma^2=\sum_{i=1}^n\sigma_i^2$,…

Probability · Mathematics 2010-10-20 Larry Goldstein

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Probability · Mathematics 2023-03-01 Maximilian Janisch , Thomas Lehéricy

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…

Probability · Mathematics 2022-01-31 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

Operator Algebras · Mathematics 2007-12-19 Roland Speicher

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi = (\xi_n)$. We establish a Berry-Esseen bound and a Cram\'er's type large deviation expansion for $\log Z_n$ under the annealed law $\mathbb P$. We also improve…

Probability · Mathematics 2016-02-08 Ion Grama , Quansheng Liu , Eric Miqueu

Fix a container polygon $P$ in the plane and consider the convex hull $P_n$ of $n\geq 3$ independent and uniformly distributed in $P$ random points. In the focus of this paper is the vertex number of the random polygon $P_n$. The precise…

Probability · Mathematics 2022-04-26 Anna Gusakova , Matthias Reitzner , Christoph Thäle

Let an $n\times n$ array $\left( a_{ij}\right) $ of lights be given, each either on (when $a_{ij}=1$) or off (when $a_{ij}=-1$). For each row and each column there is a switch so that if the switch is pulled ($x_{i}=-1$ for row $i$ and…

Combinatorics · Mathematics 2018-01-30 Gustavo Araujo , Daniel Marinho Pellegrino

Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…

Probability · Mathematics 2010-07-07 Mohamed EL Machkouri