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The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…

Functional Analysis · Mathematics 2019-10-01 Haotian Jiang , Yin Tat Lee , Santosh S. Vempala

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…

Probability · Mathematics 2024-03-14 Yohan Hosten , Élise Janvresse , Thierry de la Rue

We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find an optimal adapted process such that its cumulative integral…

Optimization and Control · Mathematics 2012-08-09 Nikolai Dokuchaev

We consider a randomization of a function on $\mathbb R^d$ that is naturally associated to the Wiener decomposition and, intrinsically, to the modulation spaces. Such randomized functions enjoy better integrability, thus allowing us to…

Analysis of PDEs · Mathematics 2014-06-10 Árpád Bényi , Tadahiro Oh , Oana Pocovnicu

We focus on the FeigenbaumCoulletTresser point of the dissipative one-dimensional z logistic map. We show that sums of iterates converge to q Gaussian distributions, which optimize the nonadditive entropic functional Sq under simple…

Statistical Mechanics · Physics 2025-08-20 Abbas Ali Saberi , Ugur Tirnakli , Constantino Tsallis

In this paper, we first consider a flat plate (called a lamina) with uniform density $\rho$ that occupies a region $\mathfrak R$ of the plane. We show that the location of the center of mass, also known as the centroid, of the region equals…

Probability · Mathematics 2019-06-19 Mrinal Kanti Roychowdhury

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

Probability · Mathematics 2018-02-15 László Erdős , Peter Mühlbacher

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…

Probability · Mathematics 2016-06-16 Vo Anh , Nikolai Leonenko , Andriy Olenko

Let $p_n(y)=\sum_k\hat{\alpha}_k\phi(y-k)+\sum_{l=0}^{j_n-1}\sum_k\hat {\beta}_{lk}2^{l/2}\psi(2^ly-k)$ be the linear wavelet density estimator, where $\phi$, $\psi$ are a father and a mother wavelet (with compact support),…

Statistics Theory · Mathematics 2009-08-31 Evarist Giné , Richard Nickl

We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…

Probability · Mathematics 2019-01-03 Martin Raič

This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…

Statistics Theory · Mathematics 2024-02-21 Moïse Blanchard , Václav Voráček

In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…

Probability · Mathematics 2025-12-02 Marie-Christine Düker , Pavlos Zoubouloglou

Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…

Statistics Theory · Mathematics 2007-06-13 Richard Arratia , Larry Goldstein , Bryan Langholz

We study the difference between the probability density of a random variable $F$ on Markov diffusion chaos and the probability density of a general target distribution $Z$. In the special case where $F$ is a chaotic random variables and $Z$…

Probability · Mathematics 2025-09-23 Thanh Dang , Yaozhong Hu

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

Probability · Mathematics 2016-09-07 Elizabeth S. Meckes , Mark W. Meckes

The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…

Statistics Theory · Mathematics 2026-02-23 Mingao Yuan , Md. Niamul Islam Sium

Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and has a spatially homogeneous covariance that satisfies Dalang's…

Probability · Mathematics 2020-08-07 Le Chen , Davar Khoshnevisan , David Nualart , Fei Pu

The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be unique nor stable. Equivalently the value function of the…

Optimization and Control · Mathematics 2023-05-16 Samuel Daudin , François Delarue , Joe Jackson