English
Related papers

Related papers: A precise local limit theorem for the multinomial …

200 papers

The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

Classical Analysis and ODEs · Mathematics 2022-11-17 Evan Randles

Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…

Probability · Mathematics 2009-09-29 Hsien-Kuei Hwang , Svante Janson

We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values…

Probability · Mathematics 2017-07-13 Michel Weber

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

Probability · Mathematics 2007-05-23 Michael Mayer , Ilya Molchanov

We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…

Statistics Theory · Mathematics 2026-03-23 Michael A. Klatt , Günter Last , Norbert Henze

A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the likelihood ratio based on the Hellinger…

Statistics Theory · Mathematics 2026-04-28 Mikhail Ermakov

This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…

Probability · Mathematics 2018-09-12 Peng Chen , Ivan Nourdin , Lihu Xu

Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

Probability · Mathematics 2020-11-05 Yacine Barhoumi-Andréani

We provide an improved version of the Darling-Erd\"os theorem for sums of i.i.d. random variables with mean zero and finite variance. We extend this result to multidimensional random vectors. Our proof is based on a new strong invariance…

Probability · Mathematics 2016-12-05 Gauthier Dierickx , Uwe Einmahl

In this paper, we develop Stein's method for binomial approximation using the stop-loss metric that allows one to obtain a bound on the error term between the expectation of call functions. We obtain the results for a locally dependent…

Probability · Mathematics 2022-03-25 Amit N. Kumar , P. Vellaisamy

We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.

Probability · Mathematics 2024-07-29 Erich Häusler , Harald Luschgy

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

Probability · Mathematics 2019-07-24 Martin Raič

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

In location estimation, we are given $n$ samples from a known distribution $f$ shifted by an unknown translation $\lambda$, and want to estimate $\lambda$ as precisely as possible. Asymptotically, the maximum likelihood estimate achieves…

Statistics Theory · Mathematics 2023-02-07 Shivam Gupta , Jasper C. H. Lee , Eric Price

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Information Theory · Computer Science 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

In this paper, we present a different proof on the discrete Fourier restriction. The proof recovers Bourgain's level set result on Strichartz estimates associated with Schr\"odinger equations on torus. Some sharp estimates on…

Classical Analysis and ODEs · Mathematics 2011-08-26 Yi Hu , Xiaochun Li

In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…

Probability · Mathematics 2007-06-05 Paul Bourgade , Chris Hughes , Ashkan Nikeghbali , Marc Yor

Many spatial models exhibit locality structures that effectively reduce their intrinsic dimensionality, enabling efficient approximation and sampling of high-dimensional distributions. However, existing approximation techniques primarily…

Machine Learning · Statistics 2026-02-02 Tiangang Cui , Shuigen Liu , Xin T. Tong

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We provide completely effective error estimates for Stirling numbers of the first and second kind, denoted by $s(n,m)$ and $S(n,m)$, respectively. These bounds are useful for values of $m \geq n - O(\sqrt{n})$. An application of our Theorem…

Combinatorics · Mathematics 2016-09-12 Richard Arratia , Stephen DeSalvo
‹ Prev 1 3 4 5 6 7 10 Next ›