Related papers: Berry-Esseen type estimates for nonconventional su…

Two different aspects of parabolic iteration in the complex upper half-plane are considered here. First, from a noncommutative probability perspective, a Berry-Esseen type estimate for the convergence speed of the monotone central limit…

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

This paper proves a Berry--Esseen theorem for sample quantiles of strongly-mixing random variables under a polynomial mixing rate. The rate of normal approximation is shown to be $O(n^{-1/2})$ as $n\to\infty$, where $n$ denotes the sample…

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution and provide an error of approximation. However, when the…

In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen…

This paper deals with strong invariance principles (known also as strong approximation theorems) for sums of the form $\sum_{n=1}^{[Nt]}F\big(X(n),X(2n),...,X(kn), X(q_{k+1}(n)),X(q_{k+2}(n)),..., X(q_\ell(n))\big)$

We study exponential sums of the form $\sum_{n=1}^N e^{2\pi i a b^n/m}$ for non-zero integers $a,b,m$. Classically, non-trivial bounds were known for $N\ge \sqrt{m}$ by Korobov, and this range has been extended significantly by Bourgain as…

The asymptotic constant in the Berry-Esseen inequality for interval probabilities is shown to be sqrt(2/pi).

Let $\mathfrak{B}$ denote the collection of odd primitive Gaussian integers and $n\mapsto b(n)$ denote the characteristic function of elements of $\mathfrak{B}$. We prove that the exponential sum $ S(\alpha; N)=\sum_{n\le…

Let $\mathbb{N}_0$ be a class of natural numbers whose binary decompositions has even number of 1. We estimate of the sum $\sum\limits_{n\in \mathbf{N}_0,n\le X}\exp(2\pi i \alpha n^2)$.

In this note, we provide refined estimates of the following sums involving the Euler totient function: $$\sum_{n\le x} \phi\left(\left[\frac{x}{n}\right]\right) \qquad \text{and} \qquad \sum_{n\le x} \frac{\phi([x/n])}{[x/n]}$$ where $[x]$…

In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…

We establish nonuniform Berry-Esseen (B-E) bounds for Studentized U-statistics of the rate $1/\sqrt{n}$ under a third-moment assumption, which covers the t-statistic that corresponds to a kernel of degree $1$ as a special case. While an…

An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n^{-1/2}, the same as in the classical case.…

We obtain several estimates for bilinear form with exponential sums with binomials $mx^k + nx^\ell$. In particular we show the existence of nontrivial cancellations between such sums when the coefficients $m$ and $n$ vary over rather sparse…

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,…

By a modification of the method that was applied in (Korolev and Shevtsova, 2009), here the inequalities $$\rho(F_n,\Phi)\le\frac{0.335789(\beta^3+0.425)}{\sqrt{n}}$$ and $$\rho(F_n,\Phi)\le \frac{0.3051(\beta^3+1)}{\sqrt{n}} $$ are proved…

We study accuracy of bootstrap procedures for estimation of quantiles of a smooth function of a sum of independent sub-Gaussian random vectors. We establish higher-order approximation bounds with error terms depending on a sample size and a…