Related papers: Baum-Katz type theorems with exact threshold

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…

We prove an inequality on the Kantorovich-Rubinstein distance --which can be seen as a particular case of a Wasserstein metric-- between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, but with a…

We introduce a new method for studying the Baum-Connes conjecture, which we call the direct splitting method. The method can simplify and clarify proofs of some of the known cases of the conjecture. In a separate paper, with J. Brodzki, E.…

Consider a Gaussian stationary sequence with unit variance $X=\{X_k;k\in {\mathbb{N}}\cup\{0\}\}$. Assume that the central limit theorem holds for a weighted sum of the form $V_n=n^{-1/2}\sum^{n-1}_{k=0}f(X_k)$, where $f$ designates a…

A short, information-theoretic proof of the Kac--Bernstein theorem, which is stated as follows, is presented: For any independent random variables $X$ and $Y$, if $X+Y$ and $X-Y$ are independent, then $X$ and $Y$ are normally distributed.

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

While numerous extensions of Banach's fixed point theorem typically offer only sufficient conditions for the existence and uniqueness of a fixed point and the convergence of iterative sequences, this study introduces a generalization…

In this paper, we develop a general study of contributions at infinity of Bochner-Weitzenb\"ock-type formulas on asymptotically flat manifolds, inspired by Witten's proof of the positive mass theorem. As an application, we show that similar…

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…

To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions…

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…

We generalize the optimal coupling theorem to multiple random variables: Given a collection of random variables, it is possible to couple all of them so that any two differ with probability comparable to the total-variation distance between…

In $1946$, Mark Kac proved a Central Limit type theorem for a sequence of random variables that were not independent. The random variables under consideration were obtained from the angle-doubling map. The idea behind Kac's proof was to…

In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong…

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…

We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…

We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…