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We use Stein's method to establish the rates of normal approximation in terms of the total variation distance for a large class of sums of score functions of marked Poisson point processes on $\mathbb{R}^d$. As in the study under the weaker…

Probability · Mathematics 2020-11-17 Tianshu Cong , Aihua Xia

We establish general upper bounds on the Kolmogorov distance between two probability distributions in terms of the distance between these distributions as measured with respect to the Wasserstein or smooth Wasserstein metrics. These bounds…

Probability · Mathematics 2023-01-02 Robert E. Gaunt , Siqi Li

Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…

Probability · Mathematics 2022-03-11 Sami Davies , Arya Mazumdar , Soumyabrata Pal , Cyrus Rashtchian

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

Dynamical Systems · Mathematics 2023-08-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner

Stolarsky [Proc. Amer. Math. Soc. 41 (1973), 575--582] showed a beautiful relation that balances the sums of distances of points on the unit sphere and their spherical cap $\mathbb{L}_2$-discrepancy to give the distance integral of the…

Numerical Analysis · Mathematics 2014-02-17 Johann S. Brauchart , Josef Dick

We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In this paper, we prove that for every fixed time $t$, the…

Probability · Mathematics 2023-10-17 Vlad Bally , Yifeng Qin

We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary $\alpha$-mixing sequences.

Probability · Mathematics 2023-01-16 Jérôme Dedecker , Florence Merlevède

Total variation distance (TV distance) is a fundamental notion of distance between probability distributions. In this work, we introduce and study the problem of computing the TV distance of two product distributions over the domain…

Data Structures and Algorithms · Computer Science 2023-08-21 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

This article studies separating invariants for the ring of multisymmetric polynomials in $m$ sets of $n$ variables over an arbitrary field $\mathbb{K}$. We prove that in order to obtain separating sets it is enough to consider polynomials…

Representation Theory · Mathematics 2021-11-16 Artem Lopatin , Fabian Reimers

This paper considers the problem of variable-length intrinsic randomness. We propose the average variational distance as the performance criterion from the viewpoint of a dual relationship with the problem formulation of variable-length…

Information Theory · Computer Science 2018-05-04 Jun Yoshizawa , Shota Saito , Toshiyasu Matsushima

This paper provides estimates for the convergence rate of the total variation distance in the framework of the Breuer-Major theorem, assuming some smoothness properties of the underlying function. The results are proved by applying new…

Probability · Mathematics 2018-07-26 David Nualart , Hongjuan Zhou

We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In this paper, we prove that for every fixed time $t$, the…

Probability · Mathematics 2022-12-15 Vlad Bally , Yifeng Qin

In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a tempered stable and an alpha stable distribution via Stein method.…

Probability · Mathematics 2024-08-20 Kalyan Burman , Neelesh S Upadhye , Palaniappan Vellaisamy

The paper deals with the variational principles for evaluation of the spectral radii of transfer and weighted shift operators associated with a dynamical system. These variational principles have been the matter of numerous investigations…

Dynamical Systems · Mathematics 2011-10-04 A. B. Antonevich , V. I. Bakhtin , A. V. Lebedev

We study the model of random permutations of $n$ objects with polynomially growing cycle weights, which was recently considered by Ercolani and Ueltschi, among others. Using saddle-point analysis, we prove that the total variation distance…

Probability · Mathematics 2014-10-21 Julia Storm , Dirk Zeindler

The topic of this paper is the asymptotic distribution of random orthogonal matrices distributed according to Haar measure. We examine the total variation distance between the joint distribution of the entries of $W_n$, the $p_n \times q_n$…

Probability · Mathematics 2019-02-01 Kathryn Stewart

Invariant manifolds facilitate the understanding of nonlinear stochastic dynamics. When an invariant manifold is represented approximately by a graph for example, the whole stochastic dynamical system may be reduced or restricted to this…

Dynamical Systems · Mathematics 2007-05-23 Aijun Du , Jinqiao Duan

Consider the general scalar balance law $\partial_t u + \Div f(t, x,u) = F(t,x,u)$ in several space dimensions. The aim of this note is to estimate the dependence of its solutions from the flow $f$ and from the source $F$. To this aim, a…

Analysis of PDEs · Mathematics 2008-10-29 Rinaldo M. Colombo , Magali Mercier , Massimiliano D Rosini

This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

Instrumentation and Detectors · Physics 2024-03-13 Elise Colin , Razvigor Ossikovski

In this work we recast the collisional Vlasov-Maxwell and Vlasov-Poisson equations as systems of coupled stochastic and partial differential equations, and we derive stochastic variational principles which underlie such reformulations. We…

Mathematical Physics · Physics 2021-09-15 Tomasz M. Tyranowski