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Edgeworth expansions for random walks on covering graphs with groups of polynomial volume growths are obtained under a few natural assumptions. The coefficients appearing in this expansion depends on not only geometric features of the…

Probability · Mathematics 2023-06-05 Ryuya Namba

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

Probability · Mathematics 2012-12-24 Christian Döbler

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…

Probability · Mathematics 2023-02-06 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

Dynamical Systems · Mathematics 2026-03-17 Juho Leppänen

We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…

Probability · Mathematics 2022-08-11 Pascal Beckedorf , Angelika Rohde

In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…

Probability · Mathematics 2019-11-05 Samuel G. G. Johnston , Joscha Prochno

In this paper we will prove various probabilistic limit theorems for some classes of distance expanding sequential dynamical systems (SDS). Our starting point here is certain sequential complex Ruelle-Perron-Frobenius (RPF) theorems which…

Dynamical Systems · Mathematics 2020-12-02 Yeor Hafouta

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

Dynamical Systems · Mathematics 2016-03-11 Ian Melbourne , Paulo Varandas

We establish a strong law of large numbers and a central limit theorem in the Bures-Wasserstein space of covariance operators -- or equivalently centred Gaussian measures -- over a general separable Hilbert space. Specifically, we show that…

Probability · Mathematics 2024-11-05 Leonardo V. Santoro , Victor M. Panaretos

In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…

Probability · Mathematics 2026-02-03 Zhi-Jun Cai , Qi-Man Shao , Zhuo-Song Zhang

We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…

Probability · Mathematics 2025-11-11 Yeor Hafouta

The Lyapunov spectra of random U(1) extensions of expanding maps on the torus were investigated in our previous work [NW2015]. Using the result, we extend the recent spectral approach for quenched limit theorems for expanding maps…

Dynamical Systems · Mathematics 2022-10-05 Yong Moo Chung , Yushi Nakano , Jens Wittsten

Let $X_1,\ldots,X_N$ be i.i.d.\ random variables distributed like $X$. Suppose that the first $k \geq 3$ moments $\{ \mathbb{E}[X^j] : j = 1,\ldots,k\}$ of $X$ agree with that of the standard Gaussian distribution, that…

Probability · Mathematics 2023-07-18 Samuel G. G. Johnston

We obtain rates of convergence in the weak invariance principle (functional central limit theorem) for $\R^d$-valued H\"older observables of nonuniformly hyperbolic maps. In particular, for maps modelled by a Young tower with…

Dynamical Systems · Mathematics 2025-03-21 Nicholas Fleming-Vázquez

In this note, we study possible extensions of the Central Limit Theorem for non-convex bodies. First, we prove a Berry-Esseen type theorem for a certain class of unconditional bodies that are not necessarily convex. Then, we consider a…

Probability · Mathematics 2016-12-15 Uri Grupel

In this article we study random tower maps driven by an ergodic automorphism. We prove quenched exponential correlations decay for tower maps admitting exponential tails. Our technique is based on constructing suitable cones of functions,…

Dynamical Systems · Mathematics 2023-05-31 José F. Alves , Wael Bahsoun , Marks Ruziboev , Paulo Varandas

We prove Berry-Esseen theorems and the almost sure invariance principle with rates for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j\circ T_{j-1}\circ\cdots\circ T_1\circ T_0$ where $f_j$ are functions with uniformly bounded…

Dynamical Systems · Mathematics 2024-01-18 Dmitry Dolgopyat , Yeor Hafouta

We obtain non-uniform Berry-Esseen type estimates for several classes of weakly dependent sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or expanding…

Probability · Mathematics 2026-05-12 Yeor Hafouta

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

Applying Stein's method, an inductive technique and size bias coupling yields a Berry-Esseen theorem for normal approximation without the usual restriction that the coupling be bounded. The theorem is applied to counting the number of…

Probability · Mathematics 2013-02-26 Larry Goldstein