Related papers: Stein's Method for Law of Large Numbers under Subl…
As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…
We develop Stein's method for $\alpha$-stable approximation with $\alpha\in(0,1]$, continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case $\alpha\in(1,2).$ The main results include an…
In this paper, by making use of one of Chen's theorems and the method of mathematical analysis, we refine Edwards-Child's inequality and solve a conjecture posed by Liu.
We obtain explicit error bounds for the $d$-dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling, or is a non-linear statistic of independent random…
Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method,…
Let $\overline{p}(n)$ denote the overpartition funtion. Engel showed that for $n\geq2$, $\overline{p}(n)$ satisfied the Tur\'{a}n inequalities, that is, $\overline{p}(n)^2-\overline{p}(n-1)\overline{p}(n+1)>0$ for $n\geq2$. In this paper,…
In a previous paper of Winter and the author the Law of Large Numbers for the local mass of certain superdiffusions was proved under a spectral theoretical assumption, which is equivalent to the ergodicity (positive recurrence) of the…
In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…
In this paper, by using the representation theorem for sublinear expectations, we give a simple proof to obtain two inequalities about the sample mean for independent random vectors under sublinear expectations.
Using Stein's method, we prove an abstract result that yields multivariate central limit theorems with a rate of convergence for time-dependent dynamical systems. As examples we study a model of expanding circle maps and a quasistatic…
We formulate conditions for convergence of Laws of Large Numbers and show its links with of the parts of mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of the Law of Large…
We present a new form and a short full proof of explicit two-sided estimates for the distribution function F_{n,p}(x) of the binomial law from the paper published by D.Alfers and H.Dinges in 1984. These inequalities are universal (valid for…
The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…
The strong law of large numbers for linear combinations of functions of order statistics ($L$-statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\phi$-mixing sequences of…
A general method to obtain strong laws of large numbers is studied. The method is based on abstract H\'ajek-R\'enyi type maximal inequalities. The rate of convergence in the law of large numbers is also considered. Some applications for…
We consider random multiplicative functions taking the values $\pm 1$. Using Stein's method for normal approximation, we prove a central limit theorem for the sum of such multiplicative functions in appropriate short intervals.
Let $\overline{p}(n)$ denote the overpartition function. Liu and Zhang showed that $\overline{p}(a) \overline{p}(b)>\overline{p}(a+b)$ for all integers $a,b>1$ by using an analytic result of Engle. We offer in this paper a combinatorial…
This paper presents concentration inequalities and laws of large numbers under weak assumptions of irrelevance, expressed through lower and upper expectations. The results are variants and extensions of De Cooman and Miranda's recent…