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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…

Probability · Mathematics 2023-07-07 Christian Döbler

We prove that the rate of convergence for the central limit theorem in finite free convolution is of order $n^{1/2}$

Probability · Mathematics 2023-10-25 Octavio Arizmendi , Daniel Perales

We prove abstract bounds on the Wasserstein and Kolmogorov distances between non-randomly centered random sums of real i.i.d. random variables with a finite third moment and the standard normal distribution. Except for the case of mean zero…

Probability · Mathematics 2015-11-20 Christian Döbler

We show that the noncommutative central limit theorem of Speicher can be adapted to produce the Gaussian statistics associated to Coxeter groups of type B, in the sense of Bo\.zejko, Ejsmont, and Hasebe. Specifically, we show how type B…

Probability · Mathematics 2019-07-24 Natasha Blitvić , Wiktor Ejsmont

This article considers a class of disordered mean-field combinatorial optimization problems. We focus on the Gibbs measure, where the inverse temperature does not vary with the size of the graph and the edge weights are sampled from a…

Probability · Mathematics 2024-02-13 Partha S. Dey , Grigory Terlov

In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight…

Probability · Mathematics 2016-04-06 Solesne Bourguin , Claudio Durastanti

It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if $1\le n\le 500000$, where $n$ is a number of summands. This result is got both with…

Probability · Mathematics 2018-10-24 Anatolii Zolotukhin , Sergei Nagaev , Vladimir Chebotarev

Stein's method is used to obtain two theorems on multivariate normal approximation. Our main theorem, Theorem 1.2, provides a bound on the distance to normality for any nonnegative random vector. Theorem 1.2 requires multivariate size bias…

Probability · Mathematics 2007-05-23 Larry Goldstein , Yosef Rinott

We establish new lower bounds for the normal approximation in the Wasserstein distance of random variables that are functionals of a Poisson measure. Our results generalize previous findings by Nourdin and Peccati (2012, 2015) and Bierm\'e,…

Probability · Mathematics 2015-05-13 Ehsan Azmoodeh , Giovanni Peccati

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

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…

Probability · Mathematics 2023-12-04 Nils Heerten , Holger Sambale , Christoph Thäle

We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…

Probability · Mathematics 2024-10-14 Santiago Arenas-Velilla , Octavio Arizmendi , J. E. Paguyo

Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…

Probability · Mathematics 2010-07-07 Mohamed EL Machkouri

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Probability · Mathematics 2019-10-10 Valentin Bahier , Joseph Najnudel

A nonuniform version of the Berry-Esseen bound has been proved. The most important feature of the new bound is a monotonically decreasing function C(|t|) instead of the universal constant C=29.1174: C(|t|)<C if |t| > 3.2, and C(|t|) tends…

Statistics Theory · Mathematics 2010-04-06 Vladimir Nikulin

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

A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estimator for sub-Gaussian data. While Catoni's framework has…

Statistics Theory · Mathematics 2026-02-16 Zhijun Cai , Xiang Li , Lihu Xu

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…

Probability · Mathematics 2020-07-28 Moritz Jirak

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Combinatorics · Mathematics 2023-06-22 Harry Crane , Stephen DeSalvo