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

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We give a nonuniform Berry-Esseen bound for self-normalized martingales, which bridges the gap between the result of Haeusler (1988) and Fan and Shao (2018). The bound coincides with the nonuniform Berry-Esseen bound of Haeusler and Joos…

Probability · Mathematics 2021-04-30 Songqi Wu , Lingjie Kong

Let $f$ be a holomorphic or Maass cusp forms for $ \rm SL_2(\mathbb{Z})$ with normalized Fourier coefficients $\lambda_f(n)$ and \bna r_{\ell}(n)=\#\left\{(n_1,\cdots,n_{\ell})\in \mathbb{Z}^2:n_1^2+\cdots+n_{\ell}^2=n\right\}. \ena Let…

Number Theory · Mathematics 2024-10-17 Yanxue Yu

For uniformly expanding maps on the interval, analogous versions of the Berry-Ess\'een theorem are known but only with an unexplicit upper bound in $O(1/\sqrt{n})$ without any constants being specified. In this paper, we use the recent…

Dynamical Systems · Mathematics 2009-10-29 Loïc Dubois

We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to $U$-statistics satisfying the weak assumption of decomposability in the Hoeffding…

Probability · Mathematics 2020-10-12 Nicolas Privault , Grzegorz Serafin

Let $q$ be a power of a prime and let $\mathbb{F}_q$ be the finite field consisting of $q$ elements. We establish new explicit estimates on Gauss sums of the form $S_n(a) = \sum_{x\in \mathbb{F}_q}\psi_a(x^n)$, where $\psi_a$ is a…

Number Theory · Mathematics 2019-06-03 Ali Mohammadi

In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum $S_n$ of $n$ independent centered random variables with moments of order four and its first-order…

Probability · Mathematics 2025-07-30 Alexis Derumigny , Lucas Girard , Yannick Guyonvarch

This note provides a conditional Berry-Esseen bound for the sum of a martingale difference sequence $\{X_i\}_{i=1}^n$ in $\mathbb{R}^d$, $d\ge 1$, adapted to a filtration $\{\mathcal{F}_i\}_{i=1}^n$. We approximate the conditional…

Probability · Mathematics 2022-03-14 Denis Kojevnikov , Kyungchul Song

In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…

Probability · Mathematics 2007-05-23 Pierre Del Moral , Samy Tindel

We obtain a functional Erd\H os-R\' enyi law of large numbers for "nonconventional" sums of the form $\Sig_n=\sum_{m=1}^nF(X_m,X_{2m},...,X_{\ell m})$ where $X_1,X_2,...$ is a sequence of exponentially fast $\psi$-mixing random vectors and…

Probability · Mathematics 2016-08-08 Yuri Kifer

We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

Operator Algebras · Mathematics 2007-12-19 Roland Speicher

Using a modification of Stein's method, we generalize the results of Bentkus, G{\"o}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of statistics of sequences of $\phi$-mixing, non-stationary…

Probability · Mathematics 2026-04-07 Brendan Williams , Yeor Hafouta

We give an estimate of exponential sums over singular binary quintic forms in a characteristic-free form, based on the Waring decomposition of binary forms. This extends the method on our preceding result on the space of binary quartics to…

Number Theory · Mathematics 2026-05-07 Yasuhiro Ishitsuka

Renz (Ann. Probab. 1996) has established a rate of convergence $1/\sqrt{n}$ in the central limit theorem for martingales with some restrictive conditions. In the present paper a modification of the methods, developed by Bolthausen (Ann.…

Probability · Mathematics 2020-02-04 Songqi Wu , Xiaohui Ma , Hailin Sang , Xiequan Fan

We prove a Berry-Esseen theorem and Edgeworth expansions for partial sums of the form $S_N=\sum_{n=1}^{N}f_n(X_n,X_{n+1})$, where $\{X_n\}$ is a uniformly elliptic inhomogeneous Markov chain and $\{f_n\}$ is a sequence of uniformly bounded…

Probability · Mathematics 2021-11-09 Dmitry Dolgopyat , Yeor Hafouta

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…

Probability · Mathematics 2023-02-06 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

In this paper, we use Abel's summation formula to evaluate several quadratic and cubic sums of the form: \[{F_N}\left( {A,B;x} \right) := \sum\limits_{n = 1}^N {\left( {A - {A_n}} \right)\left( {B - {B_n}} \right){x^n}} ,\;x \in [ - 1,1]\]…

Number Theory · Mathematics 2017-10-20 Ce Xu , Xiaolan Zhou

We examine convergent representations for the sum of a decaying exponential and a Bessel function in the form \[\sum_{n=1}^\infty \frac{e^{-an}}{(\frac{1}{2} bn)^\nu}\,J_\nu(bn),\] where $J_\nu(x)$ is the Bessel function of the first kind…

Classical Analysis and ODEs · Mathematics 2020-02-21 R B Paris

We give estimates on the rate of convergence in the Boolean central limit theorem for the L\'evy distance. In the case of measures with bounded support we obtain a sharp estimate by giving a qualitative description of this convergence.

Probability · Mathematics 2017-11-27 Octavio Arizmendi , Mauricio Salazar

Consider the sum $Z = \sum_{n=1}^\infty \lambda_n (\eta_n - \mathbb{E}\eta_n)$, where $\eta_n$ are i.i.d.~gamma random variables with shape parameter $r > 0$, and the $\lambda_n$'s are predetermined weights. We study the asymptotic behavior…

Probability · Mathematics 2010-10-20 Mark S. Veillette , Murad S. Taqqu

In this note, we provide a Berry--Esseen bounds for rectangles in high-dimensions when the random vectors have non-singular covariance matrices. Under this assumption of non-singularity, we prove an $n^{-1/2}$ scaling for the Berry--Esseen…

Statistics Theory · Mathematics 2020-09-30 Arun Kumar Kuchibhotla , Alessandro Rinaldo