English
Related papers

Related papers: Quantitative normal approximation for sums of rand…

200 papers

In this paper, we develop a general homogenization theory for elliptic equations with coefficients that oscillate periodically at infinitely many scales $\varepsilon = (\varepsilon_1, \varepsilon_2, \cdots) \in (0,1)^\infty$, with…

Analysis of PDEs · Mathematics 2026-05-05 Zhongwei Shen , Yao Xu , Jinping Zhuge

In this manuscript we prove quantitative homogenization results for the obstacle problem with bounded measurable coefficients. As a consequence, large-scale regularity results both for the solution and the free boundary for the…

Analysis of PDEs · Mathematics 2021-12-22 Gohar Aleksanyan , Tuomo Kuusi

The goal of this paper is to generalize the main results of [KM] and subsequent papers on metric Diophantine approximation with dependent quantities to the set-up of systems of linear forms. In particular, we establish `joint strong…

Number Theory · Mathematics 2011-06-10 Dmitry Kleinbock , Gregory Margulis , Junbo Wang

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

Probability · Mathematics 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…

Probability · Mathematics 2019-03-26 Viktor Bengs , Hajo Holzmann

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Statistics Theory · Mathematics 2018-07-30 Ricardo Carrizo Vergara , Denis Allard , Nicolas Desassis

An approximation, in the sense of $\Gamma$-convergence and in any dimension $d\geq1$, of Griffith-type functionals, with $p-$growth ($p>1$) in the symmetrized gradient, is provided by means of a sequence of non-local integral functionals…

Analysis of PDEs · Mathematics 2021-02-05 Giovanni Scilla , Francesco Solombrino

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…

Probability · Mathematics 2020-10-27 Alexandra Dorofeeva , Victor Korolev , Alexander Zeifman

The standard mixed finite element approximations of Hodge Laplace problems associated with the de Rham complex are based on proper discrete subcomplexes. As a consequence, the exterior derivatives, which are local operators, are computed…

Numerical Analysis · Mathematics 2017-09-26 Jeonghun J. Lee , Ragnar Winther

We propose a local and general dependence quantifier between two random variables $X$ and $Y$, which we call Local Lift Dependence Scale, that does not assume any form of dependence (e.g., linear) between $X$ and $Y$, and is defined for a…

Probability · Mathematics 2019-08-29 Diego Marcondes , Adilson Simonis

The quantitative analysis of stochastic homogenization problems has been a very active field in the last fifteen years. Whereas the first results were motivated by applied questions (namely, the numerical approximation of homogenized…

Analysis of PDEs · Mathematics 2024-03-01 Antoine Gloria , Siguang Qi

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

This work has been motivated by recent papers that quantify the density of values of generic quadratic forms and other polynomials at integer points, in particular ones that use Rogers' second moment estimates. In this paper we establish…

Number Theory · Mathematics 2021-08-24 Dmitry Kleinbock , Mishel Skenderi

We prove the convergence case of Khintchine's theorem, with general approximation functions that are not necessarily monotonic, for analytic nonplanar manifolds over local fields of positive characteristic. Our approach is based on the…

Number Theory · Mathematics 2026-03-03 Noy Soffer Aranov , Sourav Das , Arijit Ganguly , Aratrika Pandey

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

Methodology · Statistics 2017-10-26 Susan Athey , Guido Imbens

We derive normal approximation bounds in the Kolmogorov distance for sums of discrete multiple integrals and $U$-statistics made of independent Bernoulli random variables. Such bounds are applied to normal approximation for the renormalized…

Probability · Mathematics 2018-06-15 Nicolas Privault , Grzegorz Serafin

This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a quantitative Hellinger central limit theorem and…

Probability · Mathematics 2025-09-23 Morgane Austern , Lester Mackey

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

Probability · Mathematics 2013-04-24 Zhiyi Chi

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…

Probability · Mathematics 2019-10-17 Olli Hella