Related papers: Stein's method for nonconventional sums

Motivated by recent results, we study sums of the form $S_f(x) = \sum_{n\leq x} f\left(\left\lfloor\frac{x}{n}\right\rfloor \right)$, where $f$ is an arithmetic function and $\left\lfloor\cdot\right\rfloor$ denotes the greatest integer…

We give some rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales with differences having finite variances. For the Kolmogorov distances, we present some exact Berry-Esseen bounds for martingales,…

For the partial sums $(S_n)$ of independent random variables we define a stochastic process $s_n(t):=(1/d_n)\sum_{k \le [nt]} ({S_k}/{k}-\mu)$ and prove that $$(1/{\log N})\sum_{n\le N}(1/n)\mathbf {I}\left\{s_n(t)\le x\right\} \to…

In this paper, we consider the symmetric KL-divergence between the sum of independent variables and a Gaussian distribution, and obtain a convergence rates of order $O\left( \frac{\ln n}{\sqrt{n}}\right)$. The proof is based on Stein's…

We obtain a functional Erd\H os-R\' enyi law of large numbers for "nonconventional" sums of the form $\Sig_n=\sum_{m=1}^nF(X_m,X_{2m},...,X_{\ell m})$ where $X_1,X_2,...$ is a sequence of exponentially fast $\psi$-mixing random vectors and…

Let $A(s) = \sum_n a_n n^{-s}$ be a Dirichlet series admitting meromorphic continuation to the complex plane. Assume we know the location of the poles of $A(s)$ with $|\Im s| \leq T$, and their residues, for some large constant $T$. It is…

We establish a quantitative normal approximation result for sums of random variables with multilevel local dependencies. As a corollary, we obtain a quantitative normal approximation result for linear functionals of random fields which may…

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from…

We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…

We use a multivariate version of Stein's method to establish a quantitative Lindeberg CLT for the Fourier transforms of random $N$-vectors. We achieve this by deducing a specific integral representation for the Hessian matrix of a solution…

We use Stein's method to provide non asymptotic $L^1$ bounds to the normal for functionals of associated point processes. As for supporting tools, we use the connection between association and $\alpha$-mixing properties that was recently…

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…

The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…

This paper provides a quantitative version of de Finetti law of large numbers. Given an infinite sequence $\{X_n\}_{n \geq 1}$ of exchangeable Bernoulli variables, it is well-known that $\frac{1}{n} \sum_{i = 1}^n X_i…

We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular, we show, using a technique presented in Huang and Zhang…

In the literature of high-dimensional central limit theorems, there is a gap between results for general limiting correlation matrix $\Sigma$ and the strongly non-degenerate case. For the general case where $\Sigma$ may be degenerate, under…

Let $q$ be a power of a prime and let $\mathbb{F}_q$ be the finite field consisting of $q$ elements. We establish new explicit estimates on Gauss sums of the form $S_n(a) = \sum_{x\in \mathbb{F}_q}\psi_a(x^n)$, where $\psi_a$ is a…

We prove central limit theorems, Berry-Esseen type theorems, almost sure invariance principles, large deviations and Livsic type regularity for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j(...,X_{j-1},X_j,X_{j+1},...)$, where $(X_j)$…

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…