English
Related papers

Related papers: A robust quantitative local central limit theorem …

200 papers

We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…

Probability · Mathematics 2023-08-23 Shu Kanazawa , Khanh Duy Trinh

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…

Mathematical Physics · Physics 2008-05-08 Luc Bouten , Ramon van Handel , Andrew Silberfarb

Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…

Statistics Theory · Mathematics 2007-06-13 Richard Arratia , Larry Goldstein , Bryan Langholz

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

Probability · Mathematics 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…

Probability · Mathematics 2007-05-23 Janet E. Heffernan , Sidney I. Resnick

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

We study approximation in the unit interval by rational numbers whose numerators are selected randomly with certain probabilities. Previous work showed that an analogue of Khintchine's Theorem holds in a similar random model and raised the…

Number Theory · Mathematics 2019-09-17 Laima Kaziulytė , Felipe A. Ramírez

One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

Probability · Mathematics 2024-09-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

Probability · Mathematics 2007-05-23 Greg Anderson , Ofer Zeitouni

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

Statistics Theory · Mathematics 2023-06-27 Arisina Banerjee , Arun K Kuchibhotla

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Probability · Mathematics 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

The hypergraph container lemma is a powerful tool in probabilistic combinatorics that has found many applications since it was first proved a decade ago. Roughly speaking, it asserts that the family of independent sets of every uniform…

Combinatorics · Mathematics 2024-09-20 Marcelo Campos , Wojciech Samotij

In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…

Statistics Theory · Mathematics 2024-11-11 Lakshmi Kanta Patra , Constantinos Petropoulos , Shrajal Bajpai , Naresh Garg

We consider sub-critical configuration models and show that the central limit theorem for any additive statistic holds when the statistics satisfies a fourth moment assumption, a variance lower bound and the degree sequence of graph…

Probability · Mathematics 2019-02-22 Siva Athreya , D. Yogeshwaran

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

Statistics Theory · Mathematics 2016-10-18 Xinran Li , Peng Ding

This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…

Statistics Theory · Mathematics 2023-12-25 Qianqian Jiang , Jiaxin Qiu , Zeng Li

We analyze the empirical spectral distribution of random periodic band matrices with correlated entries. The correlation structure we study was first introduced in 2015 by Hochst\"attler, Kirsch and Warzel, who named their setup "almost…

Probability · Mathematics 2019-10-24 Michael Fleermann , Werner Kirsch , Thomas Kriecherbauer

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

Probability · Mathematics 2024-12-02 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

The Lov\'{a}sz Local Lemma is a central tool in probabilistic combinatorics, providing a sufficient condition under which a finite collection of undesirable events with limited dependencies can be simultaneously avoided with positive…

Combinatorics · Mathematics 2026-04-30 Igal Sason