Related papers: Edgeworth expansions for integer valued additive f…

Let $(\Omega,\mathcal{F}, \mathbb{P})$ be a probability space and $E$ be a finite set. Assume that $X=(X_n)$ is an irreducible and aperiodic Markov chain, defined on $(\Omega,\mathcal{F}, \mathbb{P})$, with values in $E$ and with transition…

Edgeworth expansion provides higher-order corrections to the normal approximation for a probability distribution. The classical proof of Edgeworth expansion is via characteristic functions. As a powerful method for distributional…

We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…

For positive integers $d$ and $p$ such that $d \ge p$, let $\mathbb{R}^{d \times p}$ denote the set of $d \times p$ real matrices, $I_p$ be the identity matrix of order $p$, and $V_{d,p} = \{x \in \mathbb{R}^{d \times p} \mid x'x = I_p\}$…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

Edgeworth expansions of first and second order are established for general linear rank statistics under the null hypothesis with asymptotically ''sufficiently'' small remainder terms. The methods used are the Stein method combined with an…

We consider the Markov renewal equation $F(t) = f(t) + \boldsymbol{\mu}*F(t)$ for vector-valued functions $f,F: \mathbb{R} \to \mathbb{R}^{p}$ and a $p \times p$ matrix $\boldsymbol{\mu}$ of locally finite measures $\mu^{i,j}$ on…

A large class of statistics can be formulated as smooth functions of sample means of random vectors. In this paper, we propose a general partial Cram\'{e}r's condition (GPCC) and apply it to establish the validity of the Edgeworth expansion…

Let $X_1,X_2, \ldots $ be a sequence of $i.i.d$ real (complex) $d \times d $ invertible random matrices with common distribution $\mu$ and $\sigma_1(n), \sigma_2(n), \ldots , \sigma_d(n)$ be the singular values, $\lambda_1(n), \lambda_2(n),…

Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…

We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…

Using a differential equation approach asymptotic expansions are rigorously obtained for Lommel, Weber, Anger-Weber and Struve functions, as well as Neumann polynomials, each of which is a solution of an inhomogeneous Bessel equation. The…

An asymptotic expansion for the generalised quadratic Gauss sum $$S_N(x,\theta)=\sum_{j=1}^{N} \exp (\pi ixj^2+2\pi ij\theta),$$ where $x$, $\theta$ are real and $N$ is a positive integer, is obtained as $x\rightarrow 0$ and…

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…

We consider expectations of the form $E [tr h_1(X_1^N)... tr h_r(X_r^N)]$, where $X_i^N$ are self-adjoint polynomials in various independent classical random matrices and $h_i$ are smooth test function and obtain a large $N$ expansion of…

We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…