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We establish some limit theorems for one-dimensional elephant random walk, including Berry-Esseen bounds, Cram\'{e}r moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit…

Probability · Mathematics 2023-10-03 Xiequan Fan , Haijuan Hu , Xiaohui Ma

Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics.…

Statistics Theory · Mathematics 2009-09-29 Louis H. Y. Chen , Qi-Man Shao

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Qi-Man Shao

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…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

Two different aspects of parabolic iteration in the complex upper half-plane are considered here. First, from a noncommutative probability perspective, a Berry-Esseen type estimate for the convergence speed of the monotone central limit…

Functional Analysis · Mathematics 2018-12-03 Octavio Arizmendi , Mauricio Salazar , Jiun-Chau Wang

This paper studies random cubical sets in $\mathbb{R}^d$. Given a cubical set $X\subset \mathbb{R}^d$, a random variable $\omega_Q\in[0,1]$ is assigned for each elementary cube $Q$ in $X$, and a random cubical set $X(t)$ is defined by the…

Probability · Mathematics 2018-03-20 Yasuaki Hiraoka , Kenkichi Tsunoda

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…

Operator Algebras · Mathematics 2007-12-19 Roland Speicher

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

Dynamical Systems · Mathematics 2025-07-21 Roberto Castorrini , Kasun Fernando

There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…

Statistics Theory · Mathematics 2026-01-14 Dennis Leung

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

We develop a probabilistic approach to study the volumetric and geometric properties of unit balls $\mathbb B_{q,1}^n$ of finite-dimensional Lorentz sequences spaces $\ell_{q,1}^n$. More precisely, we show that the empirical distribution of…

Functional Analysis · Mathematics 2024-09-23 Zakhar Kabluchko , Joscha Prochno , Mathias Sonnleitner

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

Let $K$ be a smooth convex set with volume one in $\BBR^d$. Choose $n$ random points in $K$ independently according to the uniform distribution. The convex hull of these points, denoted by $K_n$, is called a {\it random polytope}. We prove…

Probability · Mathematics 2007-05-23 Van Vu

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

Berry Esseen type bounds to the normal, based on zero- and size-bias couplings, are derived using Stein's method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random…

Probability · Mathematics 2007-05-23 Larry Goldstein

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

Probability · Mathematics 2022-03-01 Marwa Banna , Tobias Mai

Let $E$ be an elliptic curve defined over a number field $k$ and $\ell$ a prime integer. When $E$ has at least one $k$-rational point of exact order $\ell$, we derive a uniform upper bound $\exp(C \log B / \log \log B)$ for the number of…

Number Theory · Mathematics 2023-12-07 Marta Dujella

We study the random conductance model on the lattice $\mathbb{Z}^d$, i.e. we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the…

Probability · Mathematics 2018-10-10 Sebastian Andres , Stefan Neukamm

We study limit theorems in the context of random perturbations of dispersing billiards in finite and infinite measure. In the context of a planar periodic Lorentz gas with finite horizon, we consider random perturbations in the form of…

Dynamical Systems · Mathematics 2020-01-29 Mark F. Demers , Francoise Pene , Hong-Kun Zhang

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker