Related papers: Non-asymptotic bounds for percentiles of independe…

We deduce the non-asymptotical bilateral estimates for moment inequalities for sums of non-negative independent random variables, based on the correspondent estimates for the so-called Bell functions and the Poisson distribution.

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Asymptotic expansion is constructed and justified for the solution to a nonuniform Neumann boundary-value problem for the Poisson equation with the right-hand side that depends both on longitudinal and transversal variables in a thin…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties…

We prove a central limit theorem for random sums of the form $\sum_{i=1}^{N_n} X_i$, where $\{X_i\}_{i \geq 1}$ is a stationary $m-$dependent process and $N_n$ is a random index independent of $\{X_i\}_{i\geq 1}$. Our proof is a…

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…

Convergence rate estimates in limit theorems for sums of independent random variables are considered.

In the paper we continue to investigate measures of dependence for random variables with infinite variance. The asymptotic of spectral covariance $\rho (X_{(0,0)}, X_{(k_1,k_2)})$ for linear random field $X_{k,l}=\sum_{i,j=0}^\infty…

Let $p(n)$ denote the partition function. In this paper our main goal is to derive an asymptotic expansion up to order $N$ (for any fixed positive integer $N$) along with estimates for error bounds for the shifted quotient of the partition…

Let $X_1,X_2,...$ be independent identically distributed random variables with values in $\C$. Denote by $\mu$ the probability distribution of $X_1$. Consider a random polynomial $P_n(z)=(z-X_1)...(z-X_n)$. We prove a conjecture of Pemantle…

We introduce a notion of non-local perimeter which is defined through an arbitrary positive Borel measure on $\mathbb{R}^d$ which integrates the function $1\wedge |x|$. Such definition of non-local perimeter encompasses a wide range of…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

Assume that $X$ and $Y$ are independent random variables, each having a Cauchy distribution with a known median. Taking a random independent sample of size $n$ of each $X$ and $Y$, one can then compute their centralized empirical…

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

We provide some non asymptotic bounds, with explicit constants, that measure the rate of convergence, in expected Wasserstein distance, of the empirical measure associated to an i.i.d. $N$-sample of a given probability distribution on…

The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…

Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…