Related papers: The asymptotic Berry-Esseen constant for intervals
Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $\mu$. In this paper, under standard…
This paper considers a semiparametric approach within the general Bayesian linear model where the innovations consist of a stationary, mean zero Gaussian time series. While a parametric prior is specified for the linear model coefficients,…
We give asymptotic formulas for the number of balanced words whose slope $\alpha$ and intercept $\rho$ lie in a prescribed rectangle. They are related to uniform distribution of Farey fractions and Riemann Hypothesis. In the general case,…
In this paper we show that uniformly global asymptotic stability for a family of ordinary differential equations is equivalent to uniformly global exponential stability under a suitable nonlinear change of variables. The same is shown for…
We estimate the number of integer solutions to decomposable form inequalities (both asymptotic estimates and upper bounds are provided) when the degree of the form and the number of variables are relatively prime. These estimates display…
We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean…
In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration inequalities. It can be useful to obtain consistency…
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…
We consider a class of parabolic semi-linear stochastic partial differential equations driven by space-time white noise on a compact space interval. Our aim is to obtain precise asymptotics of the transition times between metastable states.…
We study the rate of convergence to a normal random variable of the real and imaginary parts of Tr(AU), where U is an N x N random unitary matrix and A is a deterministic complex matrix. We show that the rate of convergence is O(N^{-2 +…
This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…
We establish an exact asymptotic formula for the square variation of certain partial sum processes. Let $\{X_{i}\}$ be a sequence of independent, identically distributed mean zero random variables with finite variance $\sigma$ and…
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion.
In this paper, asymptotic behavior of the uncertainty product of Gauss-Weierstrass wavelet is investigated. It is shown that the uncertainty product is bounded from above, a feature that distinguishes Gauss-Weierstrass wavelet among other…
A determinantal approximation is obtained for the permanent of a doubly stochastic matrix. For moderate-deviation matrix sequences, the asymptotic relative error is of order $O(n^{-1})$.
The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME). We study rates of convergence of the central limit theorem…
This paper addresses asymptotic properties of general penalized spline estimators with an arbitrary B-spline degree and an arbitrary order difference penalty. The estimator is approximated by a solution of a linear differential equation…
Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…
In this paper asymptotic equalities are found for the least upper bounds of deviations in the uniform metric of de la Vallee Poussin sums on classes of 2\pi-periodic (\psi,\beta)-differentiable functions admitting an analytic continuation…
In this paper we present some new asymptotic results for high frequency statistics of Brownian semi-stationary processes. More precisely, we will show that singularities in the weight function, which is one of the ingredients of a BSS…