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In this paper we obtain Berry-Esse\'en bounds on partial sums of functionals of heavy-tailed moving averages, including the linear fractional stable noise, stable fractional ARIMA processes and stable Ornstein-Uhlenbeck processes. Our rates…

Probability · Mathematics 2019-04-15 Andreas Basse-O'Connor , Mark Podolskij , Christoph Thäle

Many special functions are solutions of first order linear systems $y_n'(x)=a_n(x)y_n(x)+d_n(x)y_{n-1}(x)$, $y_{n-1}'(x)=b_n(x)y_{n-1}(x)+e_{n}(x)y_n(x)$. We obtain bounds for the ratios $y_n(x)/y_{n-1}(x)$ and the logarithmic derivatives…

Classical Analysis and ODEs · Mathematics 2011-10-06 Javier Segura

Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'H\^{o}pital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We…

Classical Analysis and ODEs · Mathematics 2016-06-08 Javier Segura

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

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

The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…

Probability · Mathematics 2011-04-13 Matthias Schulte , Christoph Thaele

We establish empirical quantile process CLTs based on $n$ independent copies of a stochastic process $\{X_t: t \in E\}$ that are uniform in $t \in E$ and quantile levels $\alpha \in I$, where $I$ is a closed sub-interval of $(0,1)$.…

Probability · Mathematics 2011-11-22 James Kuelbs , Joel Zinn

In this work the $\ell_q$-norms of points chosen uniformly at random in a centered regular simplex in high dimensions are studied. Berry-Esseen bounds in the regime $1\leq q < \infty$ are derived and complemented by a non-central limit…

Probability · Mathematics 2020-05-12 Anastas Baci , Zakhar Kabluchko , Joscha Prochno , Mathias Sonnleitner , Christoph Thaele

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

Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…

Statistics Theory · Mathematics 2019-06-26 Arun Kumar Kuchibhotla , Somabha Mukherjee , Debapratim Banerjee

We study the extremal competitive ratio of Boolean function evaluation. We provide the first non-trivial lower and upper bounds for classes of Boolean functions which are not included in the class of monotone Boolean functions. For the…

Data Structures and Algorithms · Computer Science 2014-02-11 Ferdinando Cicalese , Travis Gagie , Eduardo Laber , Martin Milanic

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

Probability · Mathematics 2019-04-02 Jens Grygierek

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

Probability · Mathematics 2016-10-06 Tobias Fissler , Christoph Thaele

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…

Probability · Mathematics 2022-08-04 Andrei Yu. Zaitsev

We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…

Probability · Mathematics 2013-09-19 Francois Bolley , Arnaud Guillin , Cedric Villani

Starting with an infinite set of non linear Equations for the Li-Keiper coefficients, we first specify a lower bound emerging from the infinite set and give a characterization of it. Then, we propose a possible new upper and lower bound for…

General Mathematics · Mathematics 2020-12-16 Merlini Danilo , Sala Massimo , Sala Nicoletta

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

Information Theory · Computer Science 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

Suppose that the (normalised) partial sum of a stationary sequence converges to a standard normal random variable. Given sufficiently moments, when do we have a rate of convergence of $n^{-1/2}$ in the uniform metric, in other words, when…

Probability · Mathematics 2022-03-31 Moritz Jirak

In this paper, we consider the stochastic singular integral operators and obtain the BMO estimates. As an application, we consider the fractional Laplacian equation with additive noises \bess…

Probability · Mathematics 2017-04-20 Guangying Lv , Hongjun Gao , Jinlong Wei , Jiang-Lun Wu