Related papers: Operator-valued and multivariate free Berry-Esseen…
A judicious application of the Berry-Esseen theorem via suitable Augustin information measures is demonstrated to be sufficient for deriving the sphere packing bound with a prefactor that is…
In this work, we provide a $(n/m)^{-1/2}$-rate finite sample Berry-Esseen bound for $m$-dependent high-dimensional random vectors over the class of hyper-rectangles. This bound imposes minimal assumptions on the random vectors such as…
The asymptotic behaviour of a closed BCMP network, with $n$ queues and $m_n$ clients, is analyzed when $n$ and $m_n$ become simultaneously large. Our method relies on Berry-Esseen type approximations coming in the Central Limit Theorem. We…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
We investigate Wiener's Tauberian theorem from the perspective of limit functions, which results in several new versions of the Tauberian theorem. Based on this, we formulate and prove analogous Tauberian theorems for operators in the sense…
In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…
The vector transform operators are investigated; these operators are used at the solution of boundary value problems in piecewise homogeneous spherically symmetric areas. In particular, examples of transformation operators for vector…
A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…
We derived state probability equations describing the queue M(t)|M[k, B]|1 and formulated as an abstract Cauchy problem to investigate by means of the semi-group theory of bounded linear operators in functional analysis. For the abstract…
A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…
This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…
Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…
We prove a result related to Bressan's mixing problem. We establish an inequality for the change of Bianchini semi-norms of characteristic functions under the flow generated by a divergence free time dependent vector field. The approach…
We study the Cauchy problem for non-linear non-local operators that may be degenerate. Our general framework includes cases where the jump intensity is allowed to depend on the values of the solution itself, e.g. the porous medium equation…
We consider a discrete stochastic process, indexed by lines through the unit disk in the plane, which models the observed photon counts in a medical X-ray tomography scan. We first prove a functional law of large numbers, showing that this…
The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…
In this paper we study a new approach to classify mathematical theorems according to their computational content. Basically, we are asking the question which theorems can be continuously or computably transferred into each other? For this…
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…