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

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…

Let the Ornstein-Uhlenbeck process $\{X_t,\,t\geq 0\}$ driven by a fractional Brownian motion $B^H$ described by $d X_t=-\theta X_t dt+ d B_t^H,\, X_0=0$ with known parameter $H\in (0,\frac34)$ be observed at discrete time instants $t_k=kh,…

We deduce the non-asymptotical bilateral estimates for moment inequalities for sums of non-negative independent random variables, based on the correspondent estimates for the so-called Bell functions and the Poisson distribution.

A Chernoff-type distribution is a nonnormal distribution defined by the slope at zero of the greatest convex minorant of a two-sided Brownian motion with a polynomial drift. While a Chernoff-type distribution is known to appear as the…

We derive in this short article the non-asymptotical non-uniform sharp error estimation for the Bernstein's type approximation of continuous function based on the modern probabilistic apparatus.

We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…

In this paper, we consider partial sums of triangular martingale differences weighted by random variables drawn uniformly on the sphere, and globally independent of the martingale differences. Starting from the so-called principle of…

Let $R^{\frac{1}{2}}$ be a large integer, and $\omega$ be a nonnegative weight in the $R$-ball $B_R=[0,R]^2$ such that $\omega(B_R)\le R$. For any complex sequence $\{a_n\}$, define the quadratic exponential sum \[…

For any integer $m<n$, where $m$ can depend on $n$, we study the rate of convergence of $\frac{1}{\sqrt{m}}\mathrm{Tr} \mathbf{U}^m$ to its limiting Gaussian as $n\to\infty$ for orthogonal, unitary and symplectic Haar distributed random…

We prove that the rate of convergence for the central limit theorem in finite free convolution is of order $n^{1/2}$

There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…

Writing for a general mathematical audience, we provide elementary upper and lower bounds on the growth (as a function of N) of the sum \sum_{n=1}^N (-1)^{\floor{n x}} for various fixed x. For example, if x is a quadratic irrational, then…

Let $Z:=\{Z_t,t\geq0\}$ be a stationary Gaussian process. We study two estimators of $\mathbb{E}[Z_0^2]$, namely $\widehat{f}_T(Z):= \frac{1}{T} \int_{0}^{T} Z_{t}^{2}dt$, and $\widetilde{f}_n(Z) :=\frac{1}{n} \sum_{i =1}^{n}…

We show that exponential sums (ES) of the form \begin{equation*} S(f, N)= \sum_{k=0}^{N-1} \sqrt{w_k} e^{2 \pi i f(k)}, \end{equation*} can be efficiently carried out with a quantum computer (QC). Here $N$ can be exponentially large, $w_k$…

Let $E$ be an elliptic curve over the finite field $\mathbb{F}_p$, and $P \in E(\mathbb{F}_p)$ be an $\mathbb{F}_p$-rational point. We obtain nontrivial estimates for multiplicative character sums associated with the division polynomials…

In this brief note, we consider estimation of the bitwise combination $x_1 \lor \dots \lor x_n = \max_i x_i$ observing a set of noisy bits $\tilde x_i \in \{0, 1\}$ that represent the true, unobserved bits $x_i \in \{0, 1\}$ under…

We are interested in finding an explicit estimate to the binomial sum $Q_n(x)=\sum_{k=0}^{n} k! {n\choose k}^2 (-x)^{k}$ at $x=1$ for $n=0,1,2,\ldots$. Despite of its own interest the polynomial $Q_n(x)$ is important as the denominator in…

Let X1, ..., Xn be arbitrary non-negative independent random variables with respective expected values $\mu_{i}$ at most one. We sketch but do not prove an equivalent conjecture to Feige's Conjecture $\mathbb{P} \left( \sum_{i=1}^{n} X_{i}…

We consider sums of the form $\sum \phi(\gamma)$, where $\phi$ is a given function, and $\gamma$ ranges over the ordinates of nontrivial zeros of the Riemann zeta-function in a given interval. We show how the numerical estimation of such…

We consider the distribution of p-power group schemes among the torsion of abelian varieties over finite fields of characteristic p, as follows. Fix natural numbers g and n, and let $\xi$ be a non-supersingular principally quasipolarized…