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his study presents a novel technique to estimate the computational complexity of sequential decoding using the Berry-Esseen theorem. Unlike the theoretical bounds determined by the conventional central limit theorem argument, which often…

Information Theory · Computer Science 2007-08-20 Po-Ning Chen , Yunghsiang S. Han , Carlos R. P. Hartmann , Hong-Bin Wu

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…

Statistics Theory · Mathematics 2015-03-17 Iosif Pinelis

We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored…

Statistics Theory · Mathematics 2025-09-04 Dennis Leung , Qi-Man Shao , Liqian Zhang

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

Information Theory · Computer Science 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…

Probability · Mathematics 2021-04-02 Qi-Man Shao , Zhuo-Song Zhang

This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bound under weak assumptions on the absolute moments. When the…

Probability · Mathematics 2025-01-16 Woonyoung Chang , Kenta Takatsu , Konrad Urban , Arun Kumar Kuchibhotla

We prove a Berry-Esseen type inequality for approximating expectations of sufficiently smooth functions $f$, like $f=|\cdot|^3$, with respect to standardized convolutions of laws $P_1,\ldots, P_n$ on the real line by corresponding…

Probability · Mathematics 2018-01-10 Lutz Mattner , Irina Shevtsova

Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit…

Statistics Theory · Mathematics 2024-03-22 Junxi Zhang , Shui Feng , Yaozhong Hu

A Berry-Esseen bound is obtained for self-normalized martingales under the assumption of finite moments. The bound coincides with the classical Berry-Esseen bound for standardized martingales. An example is given to show the optimality of…

Probability · Mathematics 2019-07-04 Xiequan Fan , Qi-Man Shao

We give estimates on the rate of convergence in the Boolean central limit theorem for the L\'evy distance. In the case of measures with bounded support we obtain a sharp estimate by giving a qualitative description of this convergence.

Probability · Mathematics 2017-11-27 Octavio Arizmendi , Mauricio Salazar

In this paper, we derive a necessary and sufficient condition on the parameters of the Hypergeometric distribution for weak convergence to a Normal limit. We establish a Berry-Esseen theorem for the Hypergeometric distribution solely under…

Probability · Mathematics 2007-06-13 Soumendra N. Lahiri , A. Chatterjee , T. Maiti

In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…

Probability · Mathematics 2026-02-03 Zhi-Jun Cai , Qi-Man Shao , Zhuo-Song Zhang

Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary Banach algebra of functions X . The main results are…

Probability · Mathematics 2018-10-31 Benoît Kloeckner

This paper establishes a non-uniform Berry--Esseen bound for non-normal approximation using Stein's method. The main theorem generalizes the result of the authors in [Comptes Rendus Mathematique, 2024] to the context of non-normal…

Probability · Mathematics 2025-06-23 Lê Vǎn Thành , Nguyen Ngoc Tu

Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…

Probability · Mathematics 2010-07-07 Mohamed EL Machkouri

It is proved that any continuous function f on the unit circle such that the sequence e^{in f}, n=1,2,... has small Wiener norm \| e^{in f} \|_A = o (\frac{\log^{1/22} |n|}{(\log \log |n|)^{3/11}}), is linear. Moreover, we get lower bounds…

Classical Analysis and ODEs · Mathematics 2014-01-20 Sergei V. Konyagin , Ilya D. Shkredov

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

Probability · Mathematics 2012-12-24 Christian Döbler

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta$-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the…

Mathematical Physics · Physics 2018-02-08 Florent Bekerman , Thomas Leblé , Sylvia Serfaty

We prove the Central Limit Theorem for the Euler-Poincar\'e characteristic of Berry's random wave model in a growing domain. We also show Gaussian fluctuations for a class of Berry's mixture models that correspond to a perturbation of the…

Probability · Mathematics 2024-06-05 Elena Di Bernardino , Radomyra Shevchenko , Anna Paola Todino