Related papers: On the absolute constants in the Berry-Esseen type…
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…
Let $d\geq 2$ and $k\geq 1$ be fixed. We prove that, for every $\epsilon>0$ and every real $\beta$, there exist integers $1\leq b_1,\ldots,b_k\leq N$ such that \[ \left\|\sum_{j=1}^k b_j^{1/d}-\beta\right\| \ll_{d,k,\epsilon}…
The upper estimates for the optimal constants of the multilinear Bohnenblust--Hille inequality obtained in [J. Funct. Anal. 264 (2013), 429--463] are here improved to: {0.1cm} {enumerate} For real scalars:…
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…
We conduct a comparative analysis of the constants in the Nagaev-Bikelis and Bikelis-Petrov inequalities which establish non-uniform estimates of the rate of convergence in the central limit theorem for sums of independent random variables…
We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions \[ \sum_{i\in [n]^d} \theta_i X_i \] of random tensors $\boldsymbol{X}=\langle X_i:i\in [n]^d\rangle$ which are symmetric and…
We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…
We prove the following Limiting Bliss inequalities \begin{equation}\nonumber \sup\limits_{v(0) = 0, \int_0^1|v'|^Ndx=1 }\int_0^1 e^{\beta\left(\log\frac{e}{s}\right)\frac{v^N(s)}{s^{N-1}}}ds\leq C(N,\beta), \ \hbox{ for } \beta \le 1…
An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results. Such results are useful in applications to Berry--Esseen bounds.
Based on a data set of $(27.12\pm0.10)\times 10^8$ $\psi(3686)$ events collected at the BESIII experiment, the absolute branching fractions of the three dominant $\Omega^-$ decays are measured to be $\mathcal{B}_{\Omega^- \to \Xi^0 \pi^-} =…
We introduce a new family of distributions to approximate $\mathbb {P}(W\in A)$ for $A\subset\{...,-2,-1,0,1,2,...\}$ and $W$ a sum of independent integer-valued random variables $\xi_1$, $\xi_2$, $...,$ $\xi_n$ with finite second moments,…
We present structural improvements of Esseen's (1969) and Rozovskii's (1974) estimates for the rate of convergence in the Lindeberg theorem and also compute the appearing absolute constants. We introduce the asymptotically exact constants…
We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…
The Kolmogorov distances between a symmetric hypergeometric law with standard deviation $\sigma$ and its usual normal approximations are computed and shown to be less than $1/(\sqrt{8\pi}\,\sigma)$, with the order $1/\sigma$ and the…
Let $\eta_{1},\eta_2,...$ be independent (not necessarily identically distributed) zero-mean random variables (r.v.'s) such that $|\eta_i|\le1$ almost surely for all $i$, and let $Z$ stand for a standard normal r.v. Let $a_1,a_2,...$ be any…
We improve upon a result of Steinerberger (2024) by demonstrating that for any fixed $k \in \mathbb{N}$ and sufficiently large $n$, there exist integers $1 \leq a_1, \dots, a_k \leq n$ satisfying: \begin{align*} 0 < \left\| \sum_{j=1}^{k}…
A gem of classical probability, the Berry-Esseen theorem provides a non-asymptotic form of the central limit theorem. This note gives a friendly and intuitive exposition of the classical Fourier-analytic proof of Esseen's smoothing…
Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…
Let $a\in (0, \infty)$, $\gamma(a)$ be the Generalized Euler-Mascheroni Constant, and let \begin{align*} &x_n=\frac1a+\frac{1}{a+1}+\cdots+\frac{1}{a+n-1}-\ln\frac{a+n}{a},\\…
In this paper, we prove a Hardy--Moser--Trudinger inequality in the unit ball $\mathbb B^n$ in $\mathbb R^n$ which improves both the classical singular Moser--Trudinger inequality and the classical Hardy inequality at the same time. More…