Related papers: Normal approximation for iterated inner functions
Berry-Esseen-type bounds are developed in the multidimensional local limit theorem in terms of the Lyapunov coefficients and maxima of involved densities.
We introduce a general approach to traces that we consider as linear continuous functionals on some function space where we focus on some special choices for that space. This leads to an integral calculus for the computation of the precise…
In the present paper, we derive Berry-Esseen bounds for the estimation of diversity indices on countable alphabets. A general non-asymptotic convergence rate is established for the plug-in estimator of a wide class of indices, including…
In this paper we study counting functions representing the number of solutions of systems of linear inequalities which arise in the theory of Diophantine approximation. We develop a method that allows us to explain the random-like behavior…
We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate $U$-statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg-Feller type negligibility condition are…
In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…
We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…
The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…
This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…
In this paper, we are concerned with the symmetric simple exclusion process (SSEP) on the regular tree $\mathcal{T}_d$. A central limit theorem and a moderate deviation principle of the additive functional of the process are proved, which…
In this paper we generalize notions of iterated integral with regard to an unpredictable process. We establish a formula of integration by parts, the existence of a continuous modification and give an expression of the increasing process.
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…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…
This paper deals with the quantitative normal approximation of non-linear functionals of Poisson random measures, where the quality is measured by the Kolmogorov distance. Combining Stein's method with the Malliavin calculus of variations…
The classical theorem of Erd\H os \& Wintner furnishes a criterion for the existence of a limiting distribution for a real, additive arithmetical function. This work is devoted to providing an effective estimate for the remainder term under…
For any dynamical system, we show that higher variation-norms for the sequence of ergodic bilinear averages of two functions satisfy a large range of bilinear Lp estimates. It follows that, with probability one, the number of fluctuations…
In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
By using limit theorems of uniform mixing Markov processes and martingale difference sequences, the strong law of large numbers, central limit theorem, and the law of iterated logarithm are established for additive functionals of…
Inspired by nonstandard analysis, we define and study internal subsets and internal functions in algebras of Colombeau generalized functions. We prove a saturation principle for internal sets and provide applications to Colombeau algebras.