Related papers: Normal approximation for iterated inner functions

Let $\lambda$ be an uncountable cardinal such that $2^{< \lambda } = \lambda$. Working in the setup of generalized descriptive set theory, we study the structure of $\lambda^+$-Borel measurable functions with respect to various kinds of…

We consider a modification of the Berry Conjecture for eigenmode statistics in wave-bearing systems. The eigenmode correlator is conjectured to be proportional to the imaginary part of the Green's function. The generalization is applicable…

Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary Banach algebra of functions X . The main results are…

In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…

We prove the universality theorem for the iterated integrals of logarithms of $L$-functions in the Selberg class on some line parallel to the real axis.

We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…

We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…

An extension of the theory of the Iterated Logarithmic Algebra gives the logarithmic analog of a Sheffer or Appell sequence of polynomials. This leads to several examples including Stirling's formula and a logarithmic version of the…

We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…

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…

We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…

We obtain direct and inverse approximation theorems of $2\pi$-periodic functions by Taylor--Abel--Poisson operators in the integral metric.

In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t)_{t \geq 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a.…

A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

A judicious application of the Berry-Esseen theorem via suitable Augustin information measures is demonstrated to be sufficient for deriving the sphere packing bound with a prefactor that is…

We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.

Using results from theory of operators on a Hilbert space, we prove approximation results for matrix-valued holomorphic functions on the unit disc and the unit bidisc. The essential tools are the theory of unitary dilation of a contraction…

Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…

The classical Berry-Esseen error bound, for the normal approximation to the law of a sum of independent and identically distributed random variables, is here improved by replacing the standardised third absolute moment by a weak norm…