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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,…

Probability · Mathematics 2019-07-24 Martin Raič

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

Probability · Mathematics 2022-03-01 Marwa Banna , Tobias Mai

We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

Operator Algebras · Mathematics 2012-02-14 Tobias Mai , Roland Speicher

Using a modification of Stein's method, we generalize the results of Bentkus, G{\"o}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of statistics of sequences of $\phi$-mixing, non-stationary…

Probability · Mathematics 2026-04-07 Brendan Williams , Yeor Hafouta

We prove Berry-Esseen type rates of convergence for central limit theorems (CLTs) of regenerative processes which generalize previous results of Bolthausen under weaker moment assumptions. We then show how this general result can be applied…

Probability · Mathematics 2017-10-03 Xiaoqin Guo , Jonathon Peterson

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…

We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

Operator Algebras · Mathematics 2007-12-19 Roland Speicher

In this note, we provide a Berry--Esseen bounds for rectangles in high-dimensions when the random vectors have non-singular covariance matrices. Under this assumption of non-singularity, we prove an $n^{-1/2}$ scaling for the Berry--Esseen…

Statistics Theory · Mathematics 2020-09-30 Arun Kumar Kuchibhotla , Alessandro Rinaldo

Let $X_n=\sum_{i=1}^{\infty}a_i\epsilon_{n-i}$, where the $\epsilon_i$ are i.i.d. with mean 0 and at least finite second moment, and the $a_i$ are assumed to satisfy $|a_i|=O(i^{-\beta})$ with $\beta >1/2$. When $1/2<\beta<1$, $X_n$ is…

Statistics Theory · Mathematics 2008-12-18 Tsung-Lin Cheng , Hwai-Chung Ho

We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

Probability · Mathematics 2025-03-05 Partha S. Dey , Grigory Terlov

Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…

Probability · Mathematics 2017-11-06 Kai Krokowski , Anselm Reichenbachs , Christoph Thaele

We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…

Probability · Mathematics 2019-05-09 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

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

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Probability · Mathematics 2023-03-01 Maximilian Janisch , Thomas Lehéricy

We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…

Probability · Mathematics 2021-04-02 Qi-Man Shao , Zhuo-Song Zhang

Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.

Probability · Mathematics 2011-08-23 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…

Probability · Mathematics 2010-07-07 Mohamed EL Machkouri

We consider the time evolution of $N$ bosons in the mean field regime for factorized initial data. In the limit of large $N$, the many body evolution can be approximated by the non-linear Hartree equation. In this paper we are interested in…

Mathematical Physics · Physics 2014-01-29 Simon Buchholz , Chiara Saffirio , Benjamin Schlein

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…

Probability · Mathematics 2009-08-14 Peter Eichelsbacher , Matthias Löwe
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