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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…

Probability · Mathematics 2018-10-31 Benoît Kloeckner

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…

Statistics Theory · Mathematics 2013-12-12 Ibrahim Bin Mohamed , Sherzod M. Mirakhmedov

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

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…

Probability · Mathematics 2014-10-30 Peter Eichelsbacher , Christoph Thaele

In this paper, we obtain uniform bounds for a number of expressions that involve derivatives and integrals of modified Bessel functions. These uniform bounds are motivated by the need to bound such expressions in the study of variance-gamma…

Classical Analysis and ODEs · Mathematics 2017-03-21 Robert E. Gaunt

We consider the problem of inference for projection parameters in linear regression with increasing dimensions. This problem has been studied under a variety of assumptions in the literature. The classical asymptotic normality result for…

Statistics Theory · Mathematics 2024-01-12 Woonyoung Chang , Arun Kumar Kuchibhotla , Alessandro Rinaldo

We analyze the quality of the gaussian approximation to linear combinations of n independent, identically-distributed random variables with finite fourth moments. It turns out that there exist universal, simple linear combinations that…

Probability · Mathematics 2012-10-23 Bo'az Klartag , Sasha Sodin

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

We consider functionals which are weighted averages of the avoidance function of a Poisson process. Using the approach to Stein's method based on Malliavin calculus for Poisson functionals we provide explicit bounds for the Wasserstein…

Probability · Mathematics 2015-12-15 Eustasio del Barrio

Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit…

Statistics Theory · Mathematics 2024-03-22 Junxi Zhang , Shui Feng , Yaozhong Hu

We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…

Probability · Mathematics 2008-05-10 Ivan Nourdin , Giovanni Peccati

We use the recently developed method of weighted dependency graphs to prove central limit theorems for the number of occurrences of any fixed pattern in multiset permutations and in set partitions. This generalizes results for patterns of…

Combinatorics · Mathematics 2020-02-26 Valentin Féray

We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…

Probability · Mathematics 2013-12-10 Vincent Beffara , Catherine Donati-Martin , Alain Rouault

For $p \in (0,1)$, sample a binary sequence from the infinite product measure of Bernoulli$(p)$ distributions. It is known that for $p=1/2$, almost every binary sequence is Poisson generic in the sense of Peres and Weiss, a property that…

Probability · Mathematics 2025-09-30 Jon V. Kogan , Nicolò Paviato

We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Ess\'een bounds in Central Limit Theorems (CLTs) involving multiple Wiener-It\^o integrals with respect to a general…

Probability · Mathematics 2008-08-01 Giovanni Peccati , Josep Lluís Solé , Murad S. Taqqu , Frederic Utzet

Stein's method is used to prove limit theorems for random character ratios. Tools are developed for four types of structures: finite groups, Gelfand pairs, twisted Gelfand pairs, and association schemes. As one example an error term is…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

We give a nonuniform Berry-Esseen bound for self-normalized martingales, which bridges the gap between the result of Haeusler (1988) and Fan and Shao (2018). The bound coincides with the nonuniform Berry-Esseen bound of Haeusler and Joos…

Probability · Mathematics 2021-04-30 Songqi Wu , Lingjie Kong

We derive new Gaussian approximation for finite martingale difference sequences in $\mathbb{R}^d$ with respect to the Kolmogorov distance. Under appropriate conditions, our bounds exhibit a dependence of order $n^{-1/4}$ on the length of…

Probability · Mathematics 2026-05-07 Weichen Wu , Dung Le , Arun Kumar Kuchibhotla , Alessandro Rinaldo

We consider statistics on permutations chosen uniformly at random from fixed parabolic double cosets of the symmetric group. We show that the distribution of fixed points is asymptotically Poisson and establish central limit theorems for…

Probability · Mathematics 2023-04-20 J. E. Paguyo
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