English
Related papers

Related papers: Berry-Esseen bounds for the multivariate $\mathcal…

200 papers

Let $\{X_n\}_{n\ge0}$ be a $V$-geometrically ergodic Markov chain. Given some real-valued functional $F$, define $M_n(\alpha):=n^{-1}\sum_{k=1}^nF(\alpha,X_{k-1},X_k)$, $\alpha\in\mathcal{A}\subset \mathbb {R}$. Consider an $M$ estimator…

Statistics Theory · Mathematics 2012-05-15 Loïc Hervé , James Ledoux , Valentin Patilea

We prove a Berry-Esseen type inequality for approximating expectations of sufficiently smooth functions $f$, like $f=|\cdot|^3$, with respect to standardized convolutions of laws $P_1,\ldots, P_n$ on the real line by corresponding…

Probability · Mathematics 2018-01-10 Lutz Mattner , Irina Shevtsova

We construct and study a version of the Berry-Keating operator with a built-in truncation of the phase space, which we choose to be a two-dimensional torus. The operator is a Weyl quantisation of the classical Hamiltonian for an inverted…

Mathematical Physics · Physics 2017-02-16 Jens Bolte , Sebastian Egger , Stefan Keppeler

We apply the Bennett-Carbery-Tao multilinear restriction estimate in order to bound restriction operators and more general oscillatory integral operators. We get improved L^p estimates in the Stein restriction problem for dimension at least…

Classical Analysis and ODEs · Mathematics 2011-03-28 Jean Bourgain , Larry Guth

In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen…

Statistics Theory · Mathematics 2019-12-24 Dali Liu , Zheng Li , Hanchao Wang , Zengjing Chen

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

We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored…

Statistics Theory · Mathematics 2025-09-04 Dennis Leung , Qi-Man Shao , Liqian Zhang

his study presents a novel technique to estimate the computational complexity of sequential decoding using the Berry-Esseen theorem. Unlike the theoretical bounds determined by the conventional central limit theorem argument, which often…

Information Theory · Computer Science 2007-08-20 Po-Ning Chen , Yunghsiang S. Han , Carlos R. P. Hartmann , Hong-Bin Wu

In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

Probability · Mathematics 2019-11-28 Benjamin Landon , Philippe Sosoe

Consider the $\mathcal{B}$-valued probability space $(\mathcal{A}, E, \mathcal{B})$, where $\mathcal{A}$ is a tracial von Neumann algebra. We extend the theory of operator valued free probability to the algebra of affiliated operators…

Operator Algebras · Mathematics 2015-12-18 John D. Williams

This paper investigates the boundedness of a broad class of operators within the framework of generalized Morrey-Banach function spaces. This class includes multilinear operators such as multilinear $\omega$-Calder\'{o}n-Zygmund operators,…

Classical Analysis and ODEs · Mathematics 2025-02-13 Jiawei Tan , Jiahui Wang , Qingying Xue

For uniformly expanding maps on the interval, analogous versions of the Berry-Ess\'een theorem are known but only with an unexplicit upper bound in $O(1/\sqrt{n})$ without any constants being specified. In this paper, we use the recent…

Dynamical Systems · Mathematics 2009-10-29 Loïc Dubois

Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit…

Statistics Theory · Mathematics 2024-03-22 Junxi Zhang , Shui Feng , Yaozhong Hu

This paper proves a Berry--Esseen theorem for sample quantiles of strongly-mixing random variables under a polynomial mixing rate. The rate of normal approximation is shown to be $O(n^{-1/2})$ as $n\to\infty$, where $n$ denotes the sample…

Probability · Mathematics 2009-03-02 S. N. Lahiri , S. Sun

This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…

Probability · Mathematics 2021-11-09 Carina Betken , Matthias Schulte , Christoph Thäle

In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wide family of Stein-Covariance identities which we put to use…

Probability · Mathematics 2018-12-27 Marie Ernst , Gesine Reinert , Yvik Swan

Let $\mathbf{X}_1,...,\mathbf{X}_n$ be a random sample from a $p$-dimensional population distribution. Assume that $c_1n^{\alpha}\leq p\leq c_2n^{\alpha}$ for some positive constants $c_1,c_2$ and $\alpha$. In this paper we introduce a new…

Probability · Mathematics 2009-01-19 Wei-Dong Liu , Zhengyan Lin , Qi-Man Shao

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

We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…

Probability · Mathematics 2025-04-14 Radosław Adamczak , Ioannis Kavvadias
‹ Prev 1 8 9 10 Next ›