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The generalized perturbative approach is an all purpose variant of Stein's method used to obtain rates of normal approximation. Originally developed for functions of independent random variables this method is here extended to functions of…

Probability · Mathematics 2020-10-12 Christian Houdré , George Kerchev

The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…

Probability · Mathematics 2024-07-31 Sergey Bobkov , Friedrich Götze

Our aim is to study the Total Variation Flow in Metric Graphs. First, we define the functions of bounded variation in Metric Graphs and their total variation, we also give an integration by parts formula. We prove existence and uniqueness…

Analysis of PDEs · Mathematics 2021-12-28 Jose M. Mazon

We introduce two new measures for the dependence of $n \ge 2$ random variables: distance multivariance and total distance multivariance. Both measures are based on the weighted $L^2$-distance of quantities related to the characteristic…

Probability · Mathematics 2019-11-20 Björn Böttcher , Martin Keller-Ressel , René L. Schilling

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

Probability · Mathematics 2020-02-06 Kurt Johansson , Gaultier Lambert

Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…

Statistics Theory · Mathematics 2017-07-18 Adrien Hitz , Richard Davis , Gennady Samorodnitsky

The chromatic polynomials are studied by several authors and have important applications in different frameworks, specially, in graph theory and enumerative combinatorics. The aim of this work is to establish some properties of the…

Combinatorics · Mathematics 2016-11-25 Mohammed Said Maamra , Miloud Mihoubi

We establish sharp estimates that adapt the polynomial method to arbitrary varieties. These include a partitioning theorem, estimates on polynomials vanishing on fixed sets and bounds for the number of connected components of real algebraic…

Algebraic Geometry · Mathematics 2020-06-15 Miguel N. Walsh

We prove that every (possibly infinite) graph of degree at most $d$ has a 4-dependent random proper $4^{d(d+1)/2}$-coloring, and one can construct it as a finitary factor of iid. For unimodular transitive (or unimodular random) graphs we…

Probability · Mathematics 2024-02-28 Ádám Timár

In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded…

Probability · Mathematics 2022-09-26 Zhuo-Song Zhang

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

Probability · Mathematics 2017-09-21 Mathew D. Penrose

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

In this paper, we extend our earlier result (see [Y-2008]) on the distribution of normalized zero-sets of random entire functions to random entire functions with small random perturbation.

Complex Variables · Mathematics 2009-04-14 Weihong Yao

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

Probability · Mathematics 2013-11-05 Xinjia Chen

We consider the uniform random $d$-regular graph on $N$ vertices, with $d \in [N^\alpha, N^{2/3-\alpha}]$ for arbitrary $\alpha > 0$. We prove that in the bulk of the spectrum the local eigenvalue correlation functions and the distribution…

Probability · Mathematics 2019-08-21 Roland Bauerschmidt , Jiaoyang Huang , Antti Knowles , Horng-Tzer Yau

A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…

Statistics Theory · Mathematics 2016-06-06 E. Di Nardo

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

We propose a discrete fractional random transform based on a generalization of the discrete fractional Fourier transform with an intrinsic randomness. Such discrete fractional random transform inheres excellent mathematical properties of…

Mathematical Physics · Physics 2007-05-23 Zhengjun Liu , Haifa Zhao , Shutian Liu

We investigate the invariance principle for set-indexed partial sums of a stationary field $(X\_{k})\_{k\in\mathbb{Z}^{d}}$ of martingale-difference or independent random variables under standard-normalization or self-normalization…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Lahcen Ouchti
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