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Related papers: The Berry-Esseen Theorem for Circular $\beta$-ense…

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This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…

Probability · Mathematics 2021-11-09 Carina Betken , Matthias Schulte , Christoph Thäle

Let $X_1,\ldots,X_N$ be i.i.d.\ random variables distributed like $X$. Suppose that the first $k \geq 3$ moments $\{ \mathbb{E}[X^j] : j = 1,\ldots,k\}$ of $X$ agree with that of the standard Gaussian distribution, that…

Probability · Mathematics 2023-07-18 Samuel G. G. Johnston

We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

Operator Algebras · Mathematics 2012-02-14 Tobias Mai , Roland Speicher

It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if $1\le n\le 500000$, where $n$ is a number of summands. This result is got both with…

Probability · Mathematics 2018-10-24 Anatolii Zolotukhin , Sergei Nagaev , Vladimir Chebotarev

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…

Probability · Mathematics 2022-01-31 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

Let $X_n=\sum_{i=1}^{\infty}a_i\epsilon_{n-i}$, where the $\epsilon_i$ are i.i.d. with mean 0 and at least finite second moment, and the $a_i$ are assumed to satisfy $|a_i|=O(i^{-\beta})$ with $\beta >1/2$. When $1/2<\beta<1$, $X_n$ is…

Statistics Theory · Mathematics 2008-12-18 Tsung-Lin Cheng , Hwai-Chung Ho

We prove that, in Young towers with sufficiently small tails, the speed in the central limit theorem is O(1/\sqrt{n}), and the local limit theorem holds. This implies the same results for many non uniformly expanding dynamical systems,…

Dynamical Systems · Mathematics 2007-05-23 Sebastien Gouezel

We study the random conductance model on the lattice $\mathbb{Z}^d$, i.e. we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the…

Probability · Mathematics 2018-10-10 Sebastian Andres , Stefan Neukamm

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

Probability · Mathematics 2019-02-20 Gaultier Lambert , Michel Ledoux , Christian Webb

We introduce a new family of distributions to approximate $\mathbb {P}(W\in A)$ for $A\subset\{...,-2,-1,0,1,2,...\}$ and $W$ a sum of independent integer-valued random variables $\xi_1$, $\xi_2$, $...,$ $\xi_n$ with finite second moments,…

Probability · Mathematics 2007-05-23 Larry Goldstein , Aihua Xia

Given a Gromov-hyperbolic group $G$ endowed with a finite symmetric generating set, we study the statistics of counting measures on the spheres of the associated Cayley graph under linear representations of $G$. More generally, we obtain a…

Dynamical Systems · Mathematics 2022-02-22 Stephen Cantrell , Cagri Sert

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

Dynamical Systems · Mathematics 2021-07-19 Yeor Hafouta

Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…

Probability · Mathematics 2020-07-28 Moritz Jirak

We prove, for any $\beta >0$, a central limit theorem for the fluctuations of linear statistics in the Sine-$\beta$ process, which is the infinite volume limit of the random microscopic behavior in the bulk of one-dimensional log-gases at…

Probability · Mathematics 2018-09-11 Thomas Leblé

In this paper, we prove a Berry--Esseen bound with optimal order for self-normalized sums of local dependent random variables under some mild dependence conditions. The proof is based on Stein's method and a randomized concentration…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

In this article, we study the smallest gaps of the log-gas $\beta$-ensemble on the unit circle (C$\beta$E), where $\beta$ is any positive integer. The main result is that the smallest gaps, after being normalized by $n^{\frac…

Probability · Mathematics 2020-09-22 Renjie Feng , Dongyi Wei

We study the inhomogeneous Curie-Weiss model with external field, where the inhomogeneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of…

Probability · Mathematics 2020-02-25 Sander Dommers , Peter Eichelsbacher

In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…

Probability · Mathematics 2019-11-05 Samuel G. G. Johnston , Joscha Prochno

In this paper we prove the central limit theorem for the number of clusters formed by the particles of the Arratia flow starting from the interval $[0;n]$ as $n\to\infty$ and obtain an estimate of the Berry-Esseen type for the rate of this…

Probability · Mathematics 2017-12-15 E. V. Glinyanaya , V. V. Fomichov

A quantitative central limit theorem for the simple symmetric exclusion process (SSEP) on a $d$-dimensional discrete torus is proven. The argument is based on a comparison of the generators of the density fluctuation field of the SSEP and…

Probability · Mathematics 2024-08-05 Benjamin Gess , Vitalii Konarovskyi