Related papers: A Berry-Esseen bound for the uniform multinomial o…
For complex multiple Wiener-It\^{o} integral, we present Berry-Ess\'een upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary, we simplify the previously known contraction…
We find a universal analytic formula for a characteristic function (Fourier transform) of a joint probability distribution for the particle occupation numbers in a BEC gas and the Hafnian Master Theorem generalizing the famous Permanent…
We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…
We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…
Since its inception in 1907, the Ehrenfest urn model (EUM) has served as a test bed of key concepts of statistical mechanics. Here we employ this model to study large deviations of a time-additive quantity. We consider two continuous-time…
We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number…
Let $ X_1, \ldots, X_n $ be independent random variables taking values in the alphabet $ \{0, 1, \ldots, r\} $, and $ S_n = \sum_{i = 1}^n X_i $. The Shepp--Olkin theorem states that, in the binary case ($ r = 1 $), the Shannon entropy of $…
We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…
For a series of univariate or multivariate complex multiple Wiener-It\^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een…
The Bernoulli sieve is the infinite "balls-in-boxes" occupancy scheme with random frequencies $P_k=W_1... W_{k-1}(1-W_k)$, where $(W_k)_{k\in\mn}$ are independent copies of a random variable $W$ taking values in $(0,1)$. Assuming that the…
In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…
Let $ (Z_{n})_{n\geq 0} $ be a supercritical branching process in an independent and identically distributed random environment. We establish an optimal convergence rate in the Wasserstein-$1$ distance for the process $ (Z_{n})_{n\geq 0} $,…
We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…
In this paper we obtain non-uniform Berry-Esseen bounds for normal approximations by the Malliavin-Stein method. The techniques rely on a detailed analysis of the solutions of Stein's equations and will be applied to functionals of a…
Let $\mathcal{P}$ be a set of $m$ points and $\mathcal{L}$ a set of $n$ lines in $K^2$, where $K$ is a field with char$(K)=0$. We prove the incidence bound $$\mathcal{I}(\mathcal{P},\mathcal{L})=O(m^{2/3}n^{2/3}+m+n).$$ Moreover, this bound…
The Wasserstein distance quantifies the distance between two probability measures on a metric space. We prove an analogue of the Berry-Esseen inequality for the Wasserstein distance on a finite area hyperbolic surface. This inequality…
Consider a P\'olya urn where a drawn ball of colour $i$ is replaced together with a fixed number $m_i$ of balls of the same colour. We give a simple proof that if, for example, there are two colours and the urn starts with more balls of…
Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…
The Szemer\'edi-Trotter theorem gives a bound on the maximum number of incidences between points and lines on the Euclidean plane. In particular it says that $n$ lines and $n$ points determine $O(n^{4/3})$ incidences. Let us suppose that an…
We derive a theory for Bose condensation in nonequilibrium steady states of bosonic quantum gases that are coupled both to a thermal heat bath and to a pumped reservoir (or gain medium), while suffering from loss. Such a scenario describes…