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We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…

Probability · Mathematics 2009-08-14 Peter Eichelsbacher , Matthias Löwe

We consider the problem of inference for projection parameters in linear regression with increasing dimensions. This problem has been studied under a variety of assumptions in the literature. The classical asymptotic normality result for…

Statistics Theory · Mathematics 2024-01-12 Woonyoung Chang , Arun Kumar Kuchibhotla , Alessandro Rinaldo

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

Probability · Mathematics 2018-10-09 I Honoré

We establish asymptotic estimates for exact upper bounds of uniform approximations by Fourier sums on the classes of $2\pi$-periodic functions, which are represented by convolutions of functions $\varphi (\varphi\bot 1)$ from unit ball of…

Classical Analysis and ODEs · Mathematics 2020-01-03 A. S. Serdyuk , T. A. Stepanyuk

The aim of this article is to introduce a bivariate extension of Shurer-Stancu operators based on (p q)integers. We prove uniform approximation by means of Bohman Korovkin type theorem rate of convergence using total modulus of smoothness…

Classical Analysis and ODEs · Mathematics 2016-02-23 Abdul Wafi , Nadeem Rao

We extend the Malliavin theory for $L^2$-functionals on product probability spaces that has recently been developed by Decreusefond and Halconruy (2019) and by Duerinckx (2021), by characterizing the domains and investigating the actions of…

Probability · Mathematics 2024-03-25 Christian Döbler

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

Probability · Mathematics 2022-03-01 Marwa Banna , Tobias Mai

Let the Ornstein-Uhlenbeck process $\{X_t,\,t\geq 0\}$ driven by a fractional Brownian motion $B^H$ described by $d X_t=-\theta X_t dt+ d B_t^H,\, X_0=0$ with known parameter $H\in (0,\frac34)$ be observed at discrete time instants $t_k=kh,…

Probability · Mathematics 2025-10-21 Zheng Tang , Ying Li , Haili Yang , Hua Yi , Yong Chen

BV functions cannot be approximated well by piecewise constant functions, but this work will show that a good approximation is still possible with (countably) piecewise affine functions. In particular, this approximation is area-strictly…

Analysis of PDEs · Mathematics 2015-07-23 Jan Kristensen , Filip Rindler

The aim of this paper is twofold. First, it offers a novel formula to calculate the inner product of the bounded variation function in the Hilbert space $\mathcal{H}$ associated with the fractional Brownian motion with Hurst parameter $H\in…

Probability · Mathematics 2022-10-04 Yong Chen , Xiangmeng Gu

For a polynomial $P_n$ of degree $n$, Bernstein's inequality states that $\|P_n'\| \le n \|P_n\|$ for all $L^p$ norms on the unit circle, $0<p\le\infty,$ with equality for $P_n(z)= c z^n.$ We study this inequality for random polynomials,…

Complex Variables · Mathematics 2018-10-24 Igor Pritsker , Koushik Ramachandran

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,…

Probability · Mathematics 2023-09-18 Xiequan Fan , Zhonggen Su

Fix a container polygon $P$ in the plane and consider the convex hull $P_n$ of $n\geq 3$ independent and uniformly distributed in $P$ random points. In the focus of this paper is the vertex number of the random polygon $P_n$. The precise…

Probability · Mathematics 2022-04-26 Anna Gusakova , Matthias Reitzner , Christoph Thäle

In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight…

Probability · Mathematics 2016-04-06 Solesne Bourguin , Claudio Durastanti

We prove that several forms of the Bernstein polynomials with integer coefficients possess the property of simultaneous approximation, that is, they approximate not only the function but also its derivatives. We establish direct estimates…

Classical Analysis and ODEs · Mathematics 2019-04-23 Borislav R. Draganov

Several new inequalities for moduli of smoothness and errors of the best approximation of a function and its derivatives in the spaces $L_p$, $0<p<1$, are obtained. For example, it is shown that for any $0<p<1$ and $k,\,r\in \mathbb{N}$ one…

Classical Analysis and ODEs · Mathematics 2016-12-26 Yurii Kolomoitsev

There are numerous applications of the classical (deterministic) Gronwall inequality. Recently, Michael Scheutzow discovered a stochastic Gronwall inequality which provides upper bounds for $p$-th moments, $p\in(0,1)$, of the supremum of…

Probability · Mathematics 2022-04-18 Anselm Hudde , Martin Hutzenthaler , Sara Mazzonetto

This note provides a conditional Berry-Esseen bound for the sum of a martingale difference sequence $\{X_i\}_{i=1}^n$ in $\mathbb{R}^d$, $d\ge 1$, adapted to a filtration $\{\mathcal{F}_i\}_{i=1}^n$. We approximate the conditional…

Probability · Mathematics 2022-03-14 Denis Kojevnikov , Kyungchul Song

We prove two main results on how arbitrary linear threshold functions $f(x) = \sign(w\cdot x - \theta)$ over the $n$-dimensional Boolean hypercube can be approximated by simple threshold functions. Our first result shows that every…

Computational Complexity · Computer Science 2009-10-21 Ilias Diakonikolas , Rocco A. Servedio

For complex multiple Wiener-It\^{o} integral, we present Berry-Ess\'een upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary, we simplify the previously known contraction…

Probability · Mathematics 2024-07-09 Huiping Chen , Yong Chen , Yong Liu