Related papers: Self-normalized Cram\'{e}r type moderate deviation…

Stein's method is used to obtain two theorems on multivariate normal approximation. Our main theorem, Theorem 1.2, provides a bound on the distance to normality for any nonnegative random vector. Theorem 1.2 requires multivariate size bias…

If each edge (u,v) of a graph G=(V,E) is decorated with a permutation pi_{u,v} of k objects, we say that it has a permuted k-coloring if there is a coloring sigma from V to {1,...,k} such that sigma(v) is different from pi_{u,v}(sigma(u))…

Three algorithms of Gram-Schmidt type are given that produce an orthogonal decomposition of finite $d$-dimensional symmetric, alternating, or Hermitian forms over division rings. The first uses $d^3/3+O(d^2)$ ring operations with very…

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

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…

This survey concerns regular graphs that are extremal with respect to the number of independent sets, and more generally, graph homomorphisms. More precisely, in the family of of $d$-regular graphs, which graph $G$ maximizes/minimizes the…

Let $(Z_{n})$ be a supercritical branching process in a random environment $\xi $, and $W$ be the limit of the normalized population size $Z_{n}/\mathbb{E}[Z_{n}|\xi ]$. We show large and moderate deviation principles for the sequence $\log…

This paper investigates the stochastic Ricker difference equation $X_{n+1} = X_n \exp(r(1-X_n)) \varepsilon_n$, where $X_n$ is a random variable representing the population size and $\{\varepsilon_n\}$ denotes independent random…

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…

The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…

Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer's theorem with respect to relative entropy and Fisher information distance.

Let $\{X_{n}, n\ge 1\}$ be a sequence of independent random variables with common general error distribution $GED(v)$ with shape parameter $v>0$, and let $M_{n,r}$ denote the $r$th largest order statistics of $X_{1}, X_{2}, \cdots, X_{n}$.…

We consider the problem of distributed mean estimation (DME), in which $n$ machines are each given a local $d$-dimensional vector $x_v \in \mathbb{R}^d$, and must cooperate to estimate the mean of their inputs $\mu = \frac 1n\sum_{v = 1}^n…

This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…

Here we develop a first order autoregressive model {Xn} that is marginally stationary where Xn is the sum/ extreme of k i.i.d observations. We prove that stationary solutions to these models are either semi-selfdecomposable/…

We study asymptotic probabilities of attaining the maximum in heterogeneous Gaussian samples. In the two-group setting, the first sample has variance $1$ and size $n_1$, while the second has variance $\sigma^2>1$ and size $n_2$. We…

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

A proper vertex coloring of a graph is equitable if the sizes of color classes differ by at most 1. The equitable chromatic number of a graph $G$, denoted by $\chi_=(G)$, is the minimum $k$ such that $G$ is equitably $k$-colorable. The…