Related papers: A precise local limit theorem for the multinomial …
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both having the same mean-covariance structure. This…
For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms, this theorem provides that the transition probabilities of…
In this article we prove a general theorem which establishes the existence of limiting distributions for a wide class of error terms from prime number theory. As a corollary to our main theorem, we deduce previous results of Wintner (1935),…
In this paper, we develop a local limit theorem for the Student distribution. We use it to improve the normal approximation of the Student survival function given in Shafiei & Saberali (2015) and to derive asymptotic bounds for the…
We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…
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…
We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…
In this work we establish local limit theorems for q-multinomial and multiple Heine distributions. Specifically, the pointwise convergence of the q-multinomial distribution of the first kind, as well as for its discrete limit, the multiple…
We derive asymptotic formulas for central extended binomial coefficients, which are generalizations of binomial coefficients. To do so, we relate the exact distribution of the sum of independent discrete uniform random variables to the…
We extend the methods and results of [arXiv 1603.04896] to the setting of multinomial distributions satisfying certain properties. These include all the multinomial distributions arising from the direct proof of the Central Limit Theorem…
In this paper, we prove a local limit theorem and a refined continuity correction for the negative binomial distribution. We present two applications of the results. First, we find the asymptotics of the median for a…
We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…
We give a detailed exposition of the proof of Richter's local limit theorem in a refined form, and establish the stability of the remainder term in this theorem under small perturbations of the underlying distribution (including smoothing).…
We first provide some properties of the Mellin transform of nonnegative random variables, such that monotonicity, injectivity and effect of size biasing. Convergence of Mellin transforms is also entirely formalized through convergence in…
In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…
Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator, especially local linear case, is employed to estimate the…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
In this paper, we introduce telescoping continued fractions to find lower bounds for the error term $r_n$ in Stirling's approximation $\displaystyle n! = \sqrt{2\pi}n^{n+1/2}e^{-n}e^{r_n}.$ This improves lower bounds given earlier by…
We prove local limit theorems for mod-{\phi} convergent sequences of random variables, {\phi} being a stable distribution. In particular, we give two new proofs of a local limit theorem in the framework of mod-phi convergence: one proof…
A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…