Related papers: Esscher Transform and the Central Limit Theorem
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…
We consider a topological integral transform of Bessel (concentric isospectral sets) type and Fourier (hyperplane isospectral sets) type, using the Euler characteristic as a measure. These transforms convert constructible $\zed$-valued…
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…
In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng and Li and Shi.
We refine the classical Lindeberg-Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parametrized Prokhorov distances in terms of a Lindeberg index. We thus obtain more…
We compute universal finite corrections to entanglement entropy for generalised quantum Lifshitz models in arbitrary odd spacetime dimensions. These are generalised free field theories with Lifshitz scaling symmetry, where the dynamical…
This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…
This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…
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.
For $1<p<\infty$, we establish the $L_{p}$ boundedness of the maximal Riesz transforms in terms of the Riesz transforms on quantum tori $L_{p}(\mathbb{T}^{d}_{\theta})$, and quantum Euclidean space $L_{p}(\mathbb{R}^{d}_{\theta})$. In…
Local increases in the mean of a random field are detected (conservatively) by thresholding a field of test statistics at a level $u$ chosen to control the tail probability or $p$-value of its maximum. This $p$-value is approximated by the…
In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…
In this paper, we prove a local limit theorem for the chi-square distribution with $r > 0$ degrees of freedom and noncentrality parameter $\lambda \geq 0$. We use it to develop refined normal approximations for the survival function. Our…
In this article, we are interested in the high dimensional normal approximation of $T_n =\Big(\sum_{i=1}^{n}X_{i1}/\Big(\sqrt{\sum_{i=1}^{n}X_{i1}^2}\Big),\dots,$ $\sum_{i=1}^{n}X_{ip}/\Big(\sqrt{\sum_{i=1}^{n}X_{ip}^2}\Big)\Big)$ in…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…
This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…