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Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

Probability · Mathematics 2016-09-07 Elizabeth S. Meckes , Mark W. Meckes

We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…

Probability · Mathematics 2018-02-05 Ulrich K. Mueller

We derive asymptotic formulas for central extended binomial coefficients, which are generalizations of binomial coefficients. To do so, we relate the exact distribution of the sum of independent discrete uniform random variables to the…

Probability · Mathematics 2016-08-05 Steffen Eger

Given a parametric polynomial curve $\gamma:[a,b]\rightarrow \mathbb{R}^n$, how can we sample a random point $\mathfrak{x}\in \mathrm{im}(\gamma)$ in such a way that it is distributed uniformly with respect to the arc-length? Unfortunately,…

Computational Geometry · Computer Science 2022-09-28 Apostolos Chalkis , Christina Katsamaki , Josué Tonelli-Cueto

The paper investigates the approximation of the symmetric Total Variation functional on graphs. Such an approximation is given in terms of a discrete and symmetric finite difference model defined on point clouds obtained by randomly…

Analysis of PDEs · Mathematics 2026-03-31 Stefano Almi , Anna Kubin , Emanuele Tasso

Randomized algorithms depend on accurate sampling from probability distributions, as their correctness and performance hinge on the quality of the generated samples. However, even for common distributions like Binomial, exact sampling is…

Computation · Statistics 2025-06-17 Uddalok Sarkar , Sourav Chakraborty , Kuldeep S. Meel

Bisymmetric Macdonald polynomials can be obtained through a process of antisymmetrization and $t$-symmetrization of non-symmetric Macdonald polynomials. Using the double affine Hecke algebra, we show that the evaluation of the bisymmetric…

Combinatorics · Mathematics 2023-07-06 Manuel Concha , Luc Lapointe

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…

Probability · Mathematics 2026-05-05 Rinaldo B. Schinazi

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

Probability · Mathematics 2026-04-10 Fraser Daly

We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. The main result is the…

Probability · Mathematics 2016-06-28 Victor Korolev , Alexander Zeifman

A method is presented for calculating the Lie point symmetries of a scalar difference equation on a two-dimensional lattice. The symmetry transformations act on the equations and on the lattice. They take solutions into solutions and can be…

Mathematical Physics · Physics 2013-07-10 Decio Levi , Sébastien Tremblay , Pavel Winternitz

A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…

Probability · Mathematics 2019-03-26 Viktor Bengs , Hajo Holzmann

Quantiles are useful characteristics of random variables that can provide substantial information on distributions compared with commonly used summary statistics such as means. In this paper, we propose a Bayesian quantile trend filtering…

Methodology · Statistics 2023-10-23 Takahiro Onizuka , Shintaro Hashimoto , Shonosuke Sugasawa

In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…

Probability · Mathematics 2012-11-26 Alexandru Amarioarei

We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable invariant properties. An approximation scheme preserving the…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Andrea Romano , Stefania Ugolini

We prove equidistribution at shrinking scales for the monochromatic ensemble on a compact Riemannian manifold of any dimension. This ensemble on an arbitrary manifold takes a slowly growing spectral window in order to synthesize a random…

Probability · Mathematics 2019-02-15 Matthew de Courcy-Ireland

We study the best uniform approximation by polynomials of fixed degree of the function sgn(x) on the union of two intervals symmetric with respect to the origin. We obtain precise asymptotics, with explicit constants, for the error of the…

Classical Analysis and ODEs · Mathematics 2008-08-08 Alexandre Eremenko , Peter Yuditskii

The Schl\"omilch integral, a generalization of the Dirichlet integral on the simplex, and related probability distributions are reviewed. A distribution that unifies several generalizations of the Dirichlet distribution is presented, with…

Probability · Mathematics 2022-11-03 David D. K. Chow

One of the major problems for maximum likelihood estimation in the well-established directional models is that the normalising constants can be difficult to evaluate. A new general method of "score matching estimation" is presented here on…

Statistics Theory · Mathematics 2016-04-29 Kanti V Mardia , John T Kent , Arnab K Laha