Related papers: Stein's Method for Law of Large Numbers under Subl…
This paper extends the nonlinear ISS small-gain theorem to a large-scale time delay system composed of three or more subsystems. En route to proving this small-gain theorem for systems of differential equations with delays, a small-gain…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
The purpose of this paper is to prove directly, by an elementary method, the Poisson probability law. This proof is offered as an alternative to the more usual derivation from binomial distribution in the limit of small probabilities. The…
This is a pedagogical article cited in the foregoing research note, quant-ph/9911050
We propose a new version of Stein's method of exchangeable pairs, which, given a suitable exchangeable pair $(W,W')$ of real-valued random variables, suggests the approximation of the law of $W$ by a suitable absolutely continuous…
There are two methods for counting the number of occurrences of a string in another large string. One is to count the number of places where the string is found. The other is to determine how many pieces of string can be extracted without…
In the last decades the theory of large deviations has become a main tool in statistical mechanics especially in the study of non--equilibrium. In a rational reconstruction of the story one must recognize the ideal connection and debt of…
A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the likelihood ratio based on the Hellinger…
Li, Qi, and Rosalsky (Trans. Amer. Math. Soc., 2016) introduced a refinement of the Marcinkiewicz--Zygmund strong law of large numbers (SLLN), so-called the $(p,q)$-type SLLN, where $0<p<2$ and $q>0$. They obtained sets of necessary and…
We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.
We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…
In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.
In this work we present a theoretical analysis of the convergence of the Wang-Landau algorithm [Phys. Rev. Lett. 86, 2050 (2001)] which was introduced years ago to calculate the density of states in statistical models. We study the…
Recently Z.W.Sun found over hundred conjectured formulas for 1/pi. Many of them were proved by H.H.Chan, J.Wan andW.Zudilin (see [3], [8] in the paper). Here we show that several other formulas in [6] are simple transformations of known…
Probabilistic models for the distribution of primes in the natural numbers are constructed in the article. The author found and proved the probabilistic estimates of the deviation $R(x)=|\pi(x)- Li(x)|$. The author has analyzed the…
We study statistics on ordered set partitions whose generating functions are related to $p,q$-Stirling numbers of the second kind. The main purpose of this paper is to provide bijective proofs of all the conjectures of \stein…
The digits of the Pierce expansion satisfy the law of large numbers. It is known that the Hausdorff dimension of the set of exceptions to the law of large numbers is 1. We provide an elementary proof of this fact by adapting Jun Wu's…
We extend Stein's lemma for averages that explicitly contain the Gaussian random variable at a power. We present two proofs for this extension of Stein's lemma, with the first being a rigorous proof by mathematical induction. The…
This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned with multivariate self-decomposable laws without finite…
Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…