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In this paper, we present finite element approximations of a class of Generalized random fields defined over a bounded domain of R d or a smooth d-dimensional Riemannian manifold (d $\ge$ 1). An explicit expression for the covariance matrix…

Probability · Mathematics 2018-11-08 Mike Pereira , Nicolas Desassis

We prove normal approximation bounds for statistics of randomly weighted (simplicial) complexes. In particular, we consider the complete $d$-dimensional complex on $n$ vertices with $d$-simplices equipped with i.i.d. weights. Our normal…

Probability · Mathematics 2024-07-18 Shu Kanazawa , Khanh Duy Trinh , D. Yogeshwaran

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…

Probability · Mathematics 2011-09-28 Siegfried Hoermann , Yvik Swan

We consider a problem of approximation of $d$-variate functions defined on $\mathbb{R}^d$ which belong to the Hilbert space with tensor product-type reproducing Gaussian kernel with constant shape parameter. Within worst case setting, we…

Probability · Mathematics 2023-06-27 A. A. Khartov , I. A. Limar

We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

Probability · Mathematics 2020-07-28 Nicolas Privault , Grzegorz Serafin

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

We study critera for a pair $ (\{ X_n \} $, $ \{ Y_n \}) $ of approximating processes which guarantee closeness of moments by generalizing known results for the special case that $ Y_n = Y $ for all $n$ and $ X_n $ converges to $Y$ in…

Machine Learning · Statistics 2018-05-01 Ansgar Steland

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

Probability · Mathematics 2009-12-11 A. D. Barbour , E. Kowalski , A. Nikeghbali

Typical performance of approximation algorithms is studied for randomized minimum vertex cover problems. A wide class of random graph ensembles characterized by an arbitrary degree distribution is discussed with some theoretical frameworks.…

Disordered Systems and Neural Networks · Physics 2016-11-10 Satoshi Takabe , Koji Hukushima

It is well known that any pair of random variables $(X,Y)$ with values in Polish spaces, provided that $Y$ is nonatomic, can be approximated in joint law by random variables of the form $(X',Y)$ where $X'$ is $Y$-measurable and $X'…

Probability · Mathematics 2020-05-28 Mathias Beiglböck , Daniel Lacker

Let $AP_k=\{a,a+d,\ldots,a+(k-1)d\}$ be an arithmetic progression. For $\epsilon>0$ we call a set $AP_k(\epsilon)=\{x_0,\ldots,x_{k-1}\}$ an $\epsilon$-approximate arithmetic progression if for some $a$ and $d$, $|x_i-(a+id)|<\epsilon d$…

Combinatorics · Mathematics 2021-09-15 Vojtech Rödl , Marcelo Sales

We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element…

Probability · Mathematics 2016-08-16 Endre Csáki , Miklós Csörgő , Zdzisław Rychlik , Josef Steinebach

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

Slowly convergent or divergent sequences and series occur abundantly in quantum physics and quantum chemistry. These convergence problems can be overcome with the help of nonlinear sequence transformations (Wynn's epsilon or rho algorithm,…

Mathematical Physics · Physics 2007-05-23 Ernst Joachim Weniger

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

Probability · Mathematics 2013-04-24 Zhiyi Chi

We study the asymptotic behaviour of partial sums of long range dependent random variables and that of their counting process, together with an appropriately normalized integral process of the sum of these two processes, the so-called…

Probability · Mathematics 2013-02-18 Endre Csáki , Miklós Csörgö , Rafal Kulik

We consider the problem of evaluating certain types of functional aggregation queries on relational data subject to additive inequalities. Such aggregation queries, with a smallish number of additive inequalities, arise naturally/commonly…

Data Structures and Algorithms · Computer Science 2020-05-04 Mahmoud Abo-Khamis , Sungjin Im , Benjamin Moseley , Kirk Pruhs , Alireza Samadian

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…

Probability · Mathematics 2019-05-27 Julian Fischer

The complexity of the Quicksort algorithm is usually measured by the number of key comparisons used during its execution. When operating on a list of $n$ data, permuted uniformly at random, the appropriately normalized complexity $Y_n$ is…

Probability · Mathematics 2013-01-25 Ralph Neininger

In this paper, we precisely quantify the wavelet compressibility of compound Poisson processes. To that end, we expand the given random process over the Haar wavelet basis and we analyse its asymptotic approximation properties. By only…

Information Theory · Computer Science 2021-12-20 Shayan Aziznejad , Julien Fageot