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Related papers: Refined Berry-Esseen bounds under local dependence

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In this paper we obtain a Bernstein type inequality for the sum of self-adjoint centered and geometrically absolutely regular random matrices with bounded largest eigenvalue. This inequality can be viewed as an extension to the matrix…

Probability · Mathematics 2018-07-19 Marwa Banna , Florence Merlevède , Pierre Youssef

In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$…

Probability · Mathematics 2018-02-21 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

This paper studies concentration inequalities for functions of locally dependent random variables. We show that the usual definition of local dependence does not imply concentration for general Hamming Lipschitz functions. We define…

Probability · Mathematics 2012-12-11 Daniel Paulin

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.

Probability · Mathematics 2012-05-24 Iosif Pinelis

Edgeworth expansions for random walks on covering graphs with groups of polynomial volume growths are obtained under a few natural assumptions. The coefficients appearing in this expansion depends on not only geometric features of the…

Probability · Mathematics 2023-06-05 Ryuya Namba

We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.

Probability · Mathematics 2007-05-23 B. M. Migdashiev , E. I. Ostrovsky

In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

Probability · Mathematics 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

We propose new bounds on the domination number and on the independence number of a graph and show that our bounds compare favorably to recent ones. Our bounds are obtained by using the Bhatia-Davis inequality linking the variance, the…

Combinatorics · Mathematics 2022-01-25 Jochen Harant , Samuel Mohr

We prove a Berry-Esseen theorem and Edgeworth expansions for partial sums of the form $S_N=\sum_{n=1}^{N}f_n(X_n,X_{n+1})$, where $\{X_n\}$ is a uniformly elliptic inhomogeneous Markov chain and $\{f_n\}$ is a sequence of uniformly bounded…

Probability · Mathematics 2021-11-09 Dmitry Dolgopyat , Yeor Hafouta

Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…

Statistics Theory · Mathematics 2022-07-08 Andreas Maurer

Given a weakly dependent stationary process, we describe the transition between a Berry-Esseen bound and a second order Edgeworth expansion in terms of the Berry-Esseen characteristic. This characteristic is sharp: We show that Edgeworth…

Probability · Mathematics 2022-12-02 Moritz Jirak , Wei Biao Wu , Ou Zhao

We use Stein's method to obtain explicit bounds on the rate of convergence for the Laplace approximation of two different sums of independent random variables; one being a random sum of mean zero random variables and the other being a…

Probability · Mathematics 2021-06-29 Robert E. Gaunt

The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…

Probability · Mathematics 2021-08-06 Shirshendu Ganguly , Kyeongsik Nam

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

Non-asymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate…

Statistics Theory · Mathematics 2022-02-08 Miles E. Lopes

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

Neighborhood smoothing methods achieve minimax-optimal rates for estimating edge probabilities under graphon models, but their use for statistical inference has remained limited. The main obstacle is that classical neighborhood smoothers…

Methodology · Statistics 2026-03-17 Behzad Aalipur , Rachel Kilby

We establish normal approximation in the Wasserstein metric for both non-degenerate and degenerate second-order U-statistics under cross-sectional dependence using Stein's method. For the non-degenerate case, our results extend recent…

Econometrics · Economics 2026-04-28 Weiguang Liu

This work obtains sharp closed-form exponential concentration inequalities of Bernstein type for the ubiquitous beta distribution, improving upon sub-gaussian and sub-gamma bounds previously studied in this context. The proof leverages a…

Probability · Mathematics 2024-10-21 Maciej Skorski

We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

Probability · Mathematics 2020-07-28 Nicolas Privault , Grzegorz Serafin
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