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Let $\mathbf{X}_1,...,\mathbf{X}_n$ be a random sample from a $p$-dimensional population distribution. Assume that $c_1n^{\alpha}\leq p\leq c_2n^{\alpha}$ for some positive constants $c_1,c_2$ and $\alpha$. In this paper we introduce a new…

Probability · Mathematics 2009-01-19 Wei-Dong Liu , Zhengyan Lin , Qi-Man Shao

In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

Probability · Mathematics 2025-12-11 Fraser Daly

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi = (\xi_n)$. We establish a Berry-Esseen bound and a Cram\'er's type large deviation expansion for $\log Z_n$ under the annealed law $\mathbb P$. We also improve…

Probability · Mathematics 2016-02-08 Ion Grama , Quansheng Liu , Eric Miqueu

We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…

Probability · Mathematics 2015-05-19 Raphaël Lachièze-Rey , Giovanni Peccati

A central limit theorem with explicit error bound, and a large deviation result are proved for a sequence of weakly dependent random variables of a special form. As a corollary, under certain conditions on the function $f: [0,1] \to…

Number Theory · Mathematics 2017-07-28 Bence Borda

Let $ (Z_{n})_{n\geq 0} $ be a supercritical branching process in an independent and identically distributed random environment. We establish an optimal convergence rate in the Wasserstein-$1$ distance for the process $ (Z_{n})_{n\geq 0} $,…

Probability · Mathematics 2025-12-08 Hao Wu , Xiequan Fan , Zhiqiang Gao , Yinna Ye

A fractional binomial distribution, introduced by Hino and Namba (2024) via the generalized binomial theorem, is a fractional variant of the classical binomial distribution. Building upon previous work that established limit theorems, such…

Probability · Mathematics 2025-06-13 Masanori Hino , Ryuya Namba

We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…

Probability · Mathematics 2021-04-02 Qi-Man Shao , Zhuo-Song Zhang

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…

Probability · Mathematics 2011-05-24 Jean-Christophe Mourrat

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Probability · Mathematics 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two…

Probability · Mathematics 2020-05-12 Louis H. Y. Chen , Larry Goldstein , Adrian Röllin

We consider a discrete stochastic process, indexed by lines through the unit disk in the plane, which models the observed photon counts in a medical X-ray tomography scan. We first prove a functional law of large numbers, showing that this…

Probability · Mathematics 2026-02-10 Tyler Gomez , Jason Swanson , Alexandru Tamasan

We prove a Berry-Esseen type inequality for approximating expectations of sufficiently smooth functions $f$, like $f=|\cdot|^3$, with respect to standardized convolutions of laws $P_1,\ldots, P_n$ on the real line by corresponding…

Probability · Mathematics 2018-01-10 Lutz Mattner , Irina Shevtsova

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…

Probability · Mathematics 2014-07-07 Xiao Fang

We study accuracy of bootstrap procedures for estimation of quantiles of a smooth function of a sum of independent sub-Gaussian random vectors. We establish higher-order approximation bounds with error terms depending on a sample size and a…

Statistics Theory · Mathematics 2020-09-21 Mayya Zhilova

The product of two zero mean correlated normal random variables, and more generally the sum of independent copies of such random variables, has received much attention in the statistics literature and appears in many application areas.…

Statistics Theory · Mathematics 2022-03-07 Robert E. Gaunt

We study the inhomogeneous Curie-Weiss model with external field, where the inhomogeneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of…

Probability · Mathematics 2020-02-25 Sander Dommers , Peter Eichelsbacher

Suppose that the (normalised) partial sum of a stationary sequence converges to a standard normal random variable. Given sufficiently moments, when do we have a rate of convergence of $n^{-1/2}$ in the uniform metric, in other words, when…

Probability · Mathematics 2022-03-31 Moritz Jirak