Related papers: Non-uniform Berry-Esseen Bound by Unbounded Exchan…
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…
We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…
This paper studies the degree to which a bivariate copula fails to be symmetric under coordinate permutation, a property known as non-exchangeability. Working within an axiomatic framework that quantifies this asymmetry through a family of…
We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities…
We have derived a general separability criterion for a class of two mode non-Gaussian continuous variable systems, obtained earlier using PPT, violation of which provides sufficient condition for entanglement. It has been obtained by…
New formulas for the moments about zero of the Non-central Chi-Squared and the Non-central Beta distributions are achieved by means of novel approaches. The mixture representation of the former model and a new expansion of the ascending…
This paper derives confidence intervals (CI) and time-uniform confidence sequences (CS) for the classical problem of estimating an unknown mean from bounded observations. We present a general approach for deriving concentration bounds, that…
A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of…
The paper gives a short introduction to mutually unbiased bases and the Welch bounds and demonstrates that the latter is a good technical tool to explore the former. In particular, a criterion for a system of vectors to satisfy the Welch…
A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…
Li and Hu recently established variance-type O(1/n) bounds for the sample mean of independent random vectors under sublinear expectations. We extend their results to the exponential concentration regime. For bounded, independent R^d-valued…
We introduce a family of quantum semigroups and their natural coactions on noncommutative polynomials. We present three invariance conditions, associated with these coactions, for the joint distribution of sequences of selfadjoint…
In this article, we discuss the basic ideas of a general procedure to adapt the Stein-Chen method to bound the distance between conditional distributions. From an integration-by-parts formula (IBPF), we derive a Stein operator whose…
The well-known Robertson-Schroedinger uncertainty relations miss an irreducible lower bound. This is widely attributed to the lower bound's state-dependence. Therefore, Abbott \emph{et al.} introduced a general approach to derive tight…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
In the seventies, Charles Stein revolutionized the way of proving the Central Limit Theorem by introducing a method that utilizes a characterization equation for Gaussian distribution. In the last 50 years, much research has been done to…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
Boundary conditions may change the phase diagram of non-equilibrium statistical systems like the one-dimensional asymmetric simple exclusion process with and without particle number conservation. Using the quantum Hamiltonian approach, the…
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…
This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…