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We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

Probability · Mathematics 2014-05-08 Andrei N. Frolov

We define the quantile set of order $\alpha \in \left[ 1/2,1\right) $ associated to a law $P$ on $\mathbb{R}^{d}$ to be the collection of its directional quantiles seen from an observer $O\in \mathbb{R}^{d}$. Under minimal assumptions these…

Statistics Theory · Mathematics 2016-12-06 Adil Ahidar-Coutrix , Philippe Berthet

We consider a class of homogeneous partial differential operators on a finite-dimensional vector space and study their associated heat kernels. The heat kernels for this general class of operators are seen to arise naturally as the limiting…

Analysis of PDEs · Mathematics 2016-12-23 Evan Randles , Laurent Saloff-Coste

In this article we formulate the CLT associated to Gaussian operators of type B -- see \cite{BEH15}, where important role is played by colored pair partitions. Then we present a certain family of noncommutative random matrix models for the…

Probability · Mathematics 2017-09-20 Wiktor Ejsmont

We show that the limit laws of random matrices, whose entries are conditionally independent operator valued random variables having equal second moments proportional to the size of the matrices, are operator valued semicircular laws.…

Operator Algebras · Mathematics 2018-06-15 Weihua Liu

In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $\beta$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the…

Probability · Mathematics 2023-12-19 Guido Mazzuca , Ronan Memin

In this work the $\ell_q$-norms of points chosen uniformly at random in a centered regular simplex in high dimensions are studied. Berry-Esseen bounds in the regime $1\leq q < \infty$ are derived and complemented by a non-central limit…

Probability · Mathematics 2020-05-12 Anastas Baci , Zakhar Kabluchko , Joscha Prochno , Mathias Sonnleitner , Christoph Thaele

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…

Statistics Theory · Mathematics 2015-03-17 Iosif Pinelis

We prove Berry-Esseen theorems and the almost sure invariance principle with rates for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j\circ T_{j-1}\circ\cdots\circ T_1\circ T_0$ where $f_j$ are functions with uniformly bounded…

Dynamical Systems · Mathematics 2024-01-18 Dmitry Dolgopyat , Yeor Hafouta

Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…

Operator Algebras · Mathematics 2015-12-18 John D. Williams

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,…

Probability · Mathematics 2021-04-02 Qi-Man Shao , Zhuo-Song Zhang

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

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…

Probability · Mathematics 2021-11-09 Carina Betken , Matthias Schulte , Christoph Thäle

Based on the recent works of Radziwill-Soundararajan and Roberts, we establish a rate of convergence in Bourgade's central limit theorem for shifted Dirichlet $L$-functions. Our results also indicate that the dependence structure in the…

Number Theory · Mathematics 2026-01-07 Po-Han Hsu , Peng-Jie Wong

We construct and study a version of the Berry-Keating operator with a built-in truncation of the phase space, which we choose to be a two-dimensional torus. The operator is a Weyl quantisation of the classical Hamiltonian for an inverted…

Mathematical Physics · Physics 2017-02-16 Jens Bolte , Sebastian Egger , Stefan Keppeler

As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically…

Probability · Mathematics 2021-01-19 Thierry Klein , A Lagnoux , P Petit

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

Dynamical Systems · Mathematics 2021-07-19 Yeor Hafouta

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 +…

Mathematical Physics · Physics 2012-07-02 J. P. Keating , F. Mezzadri , B. Singphu

We consider the boundary value problems (BVPs) for linear secondorder ODEs with a strongly positive operator coefficient in a Banach space. The solutions are given in the form of the infinite series by means of the Cayley transform of the…

Numerical Analysis · Mathematics 2020-07-06 V. L. Makarov , N. V. Mayko