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Consider a critical Erd\"os-R\'enyi random graph: $n$ is the number of vertices, each one of the $\binom{n}{2}$ possible edges is kept in the graph independently from the others with probability $n^{-1}+\lambda n^{-4/3}$, $\lambda$ being a…

Probability · Mathematics 2020-02-06 Raphaël Rossignol

Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics.…

Statistics Theory · Mathematics 2009-09-29 Louis H. Y. Chen , Qi-Man Shao

We analytically show the percolation thresholds of the Fortuin-Kasteleyn cluster for the Edwards-Anderson Ising model on random graphs with arbitrary degree distributions. The results on the Nishimori line are shown. We obtain the results…

Disordered Systems and Neural Networks · Physics 2010-10-05 Chiaki Yamaguchi

For an Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter 0<H<1/2, one shows the Berry-Ess\'een bound of the least squares estimator of the drift parameter. Thus, a problem left in the previous paper…

Probability · Mathematics 2019-08-16 Yong Chen , Nenghui Kuang

his study presents a novel technique to estimate the computational complexity of sequential decoding using the Berry-Esseen theorem. Unlike the theoretical bounds determined by the conventional central limit theorem argument, which often…

Information Theory · Computer Science 2007-08-20 Po-Ning Chen , Yunghsiang S. Han , Carlos R. P. Hartmann , Hong-Bin Wu

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 $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…

Probability · Mathematics 2022-01-31 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…

Optimization and Control · Mathematics 2020-03-09 Jiayi Guo , Simai He , Zi Ling , Yicheng Liu

We describe a practical algorithm for computing Brauer-Manin obstructions to the existence of rational points on hyperelliptic curves defined over number fields. This offers advantages over descent based methods in that its correctness does…

Number Theory · Mathematics 2023-05-05 Brendan Creutz , Duttatrey Nath Srivastava

Kesten and Lee [36] proved that the total length of a minimal spanning tree on certain random point configurations in $\mathbb{R}^d$ satisfies a central limit theorem. They also raised the question: how to make these results quantitative?…

Probability · Mathematics 2016-08-09 Sourav Chatterjee , Sanchayan Sen

We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDEs, using which with bounded curvature. In particular, we…

Probability · Mathematics 2023-11-22 Xiang Cheng , Jingzhao Zhang , Suvrit Sra

We study the adapted solution, numerical methods, and related convergence analysis for a unified backward stochastic partial differential equation (B-SPDE). The equation is vector-valued, whose drift and diffusion coefficients may involve…

Probability · Mathematics 2024-02-21 Wanyang Dai

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…

Information Theory · Computer Science 2020-05-12 Baris Nakiboglu

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…

Probability · Mathematics 2020-10-02 Hui Xiao , Ion Grama , Quansheng Liu

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

Probability · Mathematics 2012-12-24 Christian Döbler

We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry-Ess\'een bound with respect to several distances.

Probability · Mathematics 2014-09-05 Solesne Bourguin , Ciprian Tudor

We obtain explicit bounds on the truncation error of the cumulant series of a bounded complex function of a random vector with independent components. The bounds are based on multidimensional differences. This extends the theory of the…

Combinatorics · Mathematics 2025-08-29 Mikhail Isaev

This paper develops techniques to study the number of descents in random permutations via martingales. We relax an assumption in the Berry-Esseen theorem of Bolthausen (1982) to extend the theorem's scope to martingale differences of…

Probability · Mathematics 2021-03-16 Alperen Y. Özdemir

We obtain Stein approximation bounds for stochastic integrals with respect to a Poisson random measure over ${\Bbb R}^d$, $d\geq 2$. This approach relies on third cumulant Edgeworth-type expansions based on derivation operators defined by…

Probability · Mathematics 2018-06-04 Nicolas Privault

Statistical field theory methods have been very successful with a number of random graph and random matrix problems, but it is challenging to apply these methods to graphs with prescribed degree sequences due to the extensive number of…

Statistical Mechanics · Physics 2025-05-20 Pawat Akara-pipattana , Oleg Evnin

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su
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