Related papers: The asymptotic Berry-Esseen constant for intervals
New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques…
We study solutions to the difference equation $\Psi(z+h)=M(z)\Psi(z)$ where $z$ is a complex variable, $h>0$ is a parameter, and $M:\mathbb{C}\mapsto SL(2,\mathbb{C})$ is a given analytic function. We describe the asymptotics of its…
We study both the positively and negatively step-reinforced random walks with parameter $p$. For a step distribution $\mu$ with finite second moment, the positively step-reinforced random walk with $p\in [1/2,1)$ and the negatively…
An inequality refining the lower bound for a periodic (Breitenberger) uncertainty constant is proved for a wide class of functions. A connection of uncertainty constants for periodic and non-periodic functions is extended to this class. A…
In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…
A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…
In [1] it was proposed, that the nearest-neighbor distribution $P(s)$ of the spectrum of the Bohr-Mottelson model is similar to the semi-Poisson distribution. We show however, that $P(s)$ of this model differs considerably in many aspects…
We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to $U$-statistics satisfying the weak assumption of decomposability in the Hoeffding…
We prove that suitable asymptotic formulae in short intervals hold for the problems of representing an integer as a sum of a prime square and a square, or a prime square. Such results are obtained both assuming the Riemann Hypothesis and in…
The problem is a log-asymptotics of the probability that the Integrated fractional Brownian motion of index 0<H<1 does not exceed a fixed level during long time. For the growing time interval (0,T) the hypothetical log-asymptotics is…
In this article, we provide a comprehensive analysis of the asymptotic behavior of Bell numbers, enhancing and unifying various results previously dispersed in the literature. We establish several explicit lower and upper bounds. The main…
For any integer $m<n$, where $m$ can depend on $n$, we study the rate of convergence of $\frac{1}{\sqrt{m}}\mathrm{Tr} \mathbf{U}^m$ to its limiting Gaussian as $n\to\infty$ for orthogonal, unitary and symplectic Haar distributed random…
Applying Stein's method, an inductive technique and size bias coupling yields a Berry-Esseen theorem for normal approximation without the usual restriction that the coupling be bounded. The theorem is applied to counting the number of…
We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…
Uniform asymptotic approximations are obtained for the prolate spheroidal wave functions, in the high-frequency case. The results are obtained by an application of certain existing asymptotic solutions of differential equations, and involve…
A Bonnesen-type inequality is a sharp isoperimetric inequality that includes an error estimate in terms of inscribed and circumscribed regions. A kinematic technique is used to prove a Bonnesen-type inequality for the Euclidean sphere…
In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…
We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…
We study an initial-boundary-value problem of a nonlinear Korteweg-de Vries equation posed on a finite interval (0,2pi). The whole system has Dirichlet boundary condition at the left end-point, and both of Dirichlet and Neumann homogeneous…
For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the $\psi$-uniformly exponential ergodicity with $\psi(x)=1+\|x\|$, the moderate deviation principle and the large deviation principle…