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Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
We prove a randomized version of the generalized Urysohn inequality relating mean-width to the other intrinsic volumes. To do this, we introduce a stochastic approximation procedure that sees each convex body K as the limit of intersections…
This paper is part of series on self-contained papers in which a large part, if not the full extent, of the asymptotic limit theory of summands of independent random variables is exposed. Each paper of the series may be taken as review…
In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
Let $\mathbb{X}=\{X_{ij}: 1\le i,j\le n\}$ be an $n\times n$ array of independent random variables where $n\ge2$. Let $\pi$ be a uniform random permutation of $\{1,2,\dots,n\}$, independent of $\mathbb{X}$, and let…
We prove several new results on the Hamming weight of bounded uniform and small-bias distributions. We exhibit bounded-uniform distributions whose weight is anti-concentrated, matching existing concentration inequalities. This construction…
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…
In this paper we give an explicit bound on the distance to chisquare for the likelihood ratio statistic when the data are realisations of independent and identically distributed random elements. To our knowledge this is the first explicit…
In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…
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,…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…
We discuss the asymptotic behaviour of models of lattice polygons, mainly on the square lattice. In particular, we focus on limiting area laws in the uniform perimeter ensemble where, for fixed perimeter, each polygon of a given area occurs…
The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…
We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…
An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.
Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…