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Related papers: A Berry Esseen Theorem for the Lightbulb Process

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We show that the total entropy production in stochastic processes with odd-parity variables (under time reversal) is separated into three parts, only two of which satisfy the integral fluctuation theorems in general. One is the usual excess…

Statistical Mechanics · Physics 2015-06-11 Hyun Keun Lee , Chulan Kwon , Hyunggyu Park

The East process is a 1D kinetically constrained interacting particle system, introduced in the physics literature in the early 90's to model liquid-glass transitions. Spectral gap estimates of Aldous and Diaconis in 2002 imply that its…

Probability · Mathematics 2014-12-22 Shirshendu Ganguly , Eyal Lubetzky , Fabio Martinelli

The forward prediction problem for a binary time series $\{X_n\}_{n=0}^{\infty}$ is to estimate the probability that $X_{n+1}=1$ based on the observations $X_i$, $0\le i\le n$ without prior knowledge of the distribution of the process…

Probability · Mathematics 2008-06-19 Gusztav Morvai

This research proposes a model for the intraday variation between the ETHBTC spot and the quotient of ETHUSDT and BTCUSDT traded on Binance. Under conditions of no-arbitrage, perfect accuracy and no microstructure effects, the variation…

Pricing of Securities · Quantitative Finance 2022-01-06 Sidharth Mallik

Finding new phase is a fundamental task in physics. Landau's theory explained the deep connection between symmetry breaking and phase transition commonly occurring in magnetic, superconducting and super uid systems. The discovery of the…

Mesoscale and Nanoscale Physics · Physics 2017-03-31 Xuele Liu , G. S. Agarwal

In this paper we obtain Berry-Esse\'en bounds on partial sums of functionals of heavy-tailed moving averages, including the linear fractional stable noise, stable fractional ARIMA processes and stable Ornstein-Uhlenbeck processes. Our rates…

Probability · Mathematics 2019-04-15 Andreas Basse-O'Connor , Mark Podolskij , Christoph Thäle

We consider the Solid-On-Solid model interacting with a wall, which is the statistical mechanics model associated with the integer-valued field $(\phi(x))_{x\in \mathbb Z^2}$, and the energy functional $$V(\phi)=\beta \sum_{x\sim…

Mathematical Physics · Physics 2017-12-19 Hubert Lacoin

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

Probability · Mathematics 2012-12-24 Christian Döbler

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

Probability · Mathematics 2025-10-01 Tobias Hurth , Edouard Strickler

his study presents a novel technique to estimate the computational complexity of sequential decoding using the Berry-Esseen theorem. Unlike the theoretical bounds determined by the conventional central limit theorem argument, which often…

Information Theory · Computer Science 2007-08-20 Po-Ning Chen , Yunghsiang S. Han , Carlos R. P. Hartmann , Hong-Bin Wu

For a sequence of i.i.d. random variables $\{\xi_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp.…

Probability · Mathematics 2007-05-23 M. D. Jara , C. Landim

The Einstein's equivalence principle can be tested by using parameterized post-Newtonian parameters, of which the parameter $\gamma$ has been constrained by comparing the arrival times of photons with different energies. It has been…

High Energy Astrophysical Phenomena · Physics 2017-06-06 Chao Yang , Yuan-Chuan Zou , Yue-Yang Zhang , Bin Liao , Wei-Hua Lei

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

Information Theory · Computer Science 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

We study a class of random processes on $N$ particles which can be interpreted as stochastic model of luminescence. Each particle can stay in one of two states: Excited state or ground state. Any particle at ground state is excited with a…

Probability · Mathematics 2018-10-31 E. Pechersky , S. Pirogov , G. M. Schütz , A. Vladimirov , A. Yambartsev

We consider the scattering of an atom by a sequence of two near-resonant standing light waves each formed by two running waves with slightly different wave vectors. Due to opposite detunings of the two standing waves and within the rotating…

Quantum Physics · Physics 2013-02-21 Polina V. Mironova , Maxim A. Efremov , Wolfgang P. Schleich

One of the three testaments in favor of the big bang theory is the prediction of the primordial elemental abundances in the big-bang nucleosynthesis (BBN). The Standard BBN is a parameter-free theory due to the precise knowledge of the…

Nuclear Theory · Physics 2024-05-28 Vinay Singh , Debasis Bhowmick , D. N. Basu

This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…

Probability · Mathematics 2017-11-15 Claire Delplancke , Laurent Miclo

Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…

Probability · Mathematics 2009-11-10 Kurt Johansson

A quantitative central limit theorem for the simple symmetric exclusion process (SSEP) on a $d$-dimensional discrete torus is proven. The argument is based on a comparison of the generators of the density fluctuation field of the SSEP and…

Probability · Mathematics 2024-08-05 Benjamin Gess , Vitalii Konarovskyi

In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang