Related papers: Kac's Central Limit Theorem by Stein's Method
In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…
This work deals with a class of one-dimensional measure-valued kinetic equations, which constitute extensions of the Kac caricature. It is known that if the initial datum belongs to the domain of normal attraction of an \alpha-stable law,…
We study the limiting distribution of critical points and extrema of random spherical harmonics, in the high energy limit. In particular, we first derive the density functions of extrema and saddles; we then provide analytic expressions for…
In data mining, it is usually to describe a set of individuals using some summaries (means, standard deviations, histograms, confidence intervals) that generalize individual descriptions into a typology description. In this case, data can…
For each $n\ge 1$, let $X_{n,1},\ldots,X_{n,N_n}$ be real random variables and $S_n=\sum_{i=1}^{N_n}X_{n,i}$. Let $m_n\ge 1$ be an integer. Suppose $(X_{n,1},\ldots,X_{n,N_n})$ is $m_n$-dependent, $E(X_{ni})=0$, $E(X_{ni}^2)<\infty$ and…
The K-sample testing problem involves determining whether K groups of data points are each drawn from the same distribution. Analysis of variance is arguably the most classical method to test mean differences, along with several recent…
We study here a very popular 1D jump model introduced by Kac: it consists of $N$ velocities encountering random binary collisions at which they randomly exchange energy. We show the uniform (in $N$) exponential contractivity of the dynamics…
In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also…
We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…
This paper proves the Baum--Katz theorem for sequences of pairwise independent identically distributed random variables with general norming constants under optimal moment conditions. The proof exploits some properties of slowly varying…
A classical limit theorem of stochastic process theory concerns the sample cumulative distribution function (CDF) from independent random variables. If the variables are uniformly distributed then these centered CDFs converge in a suitable…
This paper studies the existence, uniqueness and convergence to non-equilibrium steady states in Kac's model with an external coupling. We work in both Fourier distances and Wasserstein distances. Our methods work in the case where the…
The Central Limit Theorem provides a foundation for inferential statistics and hypothesis testing. It describes how standardized statistics behave under repeated sampling from large populations. However, if the size of the sample (n)…
In this paper, we consider the separable covariance model, which plays an important role in wireless communications and spatio-temporal statistics and describes a process where the time correlation does not depend on the spatial location…
We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…
We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…
The sample selection bias problem arises when a variable of interest is correlated with a latent variable, and involves situations in which the response variable had part of its observations censored. Heckman (1976) proposed a sample…
We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…
We complete the study of the model introduced in [11]. It is a two-color urn model with multiple drawing and random (non-balanced) time-dependent reinforcement matrix. The number of sampled balls at each time-step is random. We identify the…
We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…