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This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…
This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem…
We prove a general normal approximation theorem for local graph statistics in the configuration model, together with an explicit bound on the error in the approximation with respect to the Wasserstein metric. Such statistics take the form…
In this paper we prove a strong law of large numbers and its L^1-convergence counterpart for the process counted with a random characteristic in the context of self-similar fragmentation processes. This result extends a somewhat analogical…
We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl…
Stochastic iterative methods are useful in a variety of large-scale numerical linear algebraic, machine learning, and statistical problems, in part due to their low-memory footprint. They are frequently used in a variety of applications,…
In this paper we introduce randomized $t$-type statistics that will be referred to as randomized pivots. We show that these randomized pivots yield central limit theorems with a significantly smaller magnitude of error as compared to that…
Random matrices from the elliptic Ginibre orthogonal ensemble (GinOE) are a certain linear combination of a real symmetric, and real anti-symmetric, real Gaussian random matrices and controlled by a parameter $\tau$. Our interest is in the…
A recently proposed statistical theory of the mean fields associated with the ground and excited collective states of a generic many-body system is extended by increasing the dimensions of the P-space. In applying the new framework to…
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
We describe a post-Minkowskii approximation of general relativity as a power series expansion in G, Newton's gravitational constant. Material sources are hidden behind boundaries, and only the vacuum Einstein equations are considered. An…
Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…
We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…
In classical estimation theory, the central limit theorem implies that the statistical error in a measurement outcome can be reduced by an amount proportional to n^(-1/2) by repeating the measures n times and then averaging. Using quantum…
We present a general M-estimation framework for inference on the wavelet variance. This framework generalizes the results on the scale-wise properties of the standard estimator and extends them to deliver the joint asymptotic properties of…
Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…
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…
We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…
We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…