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Stein's method allows to prove distributional convergence of a sequence of random variables and to quantify it with respect to a given metric such as Kolmogorov's (a Berry-Ess\'een type theorem). Mod-* convergence quantifies the convergence…

Probability · Mathematics 2017-01-12 Yacine Barhoumi-Andréani

We study how eigenvectors of random regular graphs behave when projected onto fixed directions. For a random $d$-regular graph with $N$ vertices, where the degree $d$ grows slowly with $N$, we prove that these projections follow…

Probability · Mathematics 2025-07-22 Leonhard Nagel

For any integer $m<n$, where $m$ can depend on $n$, we study the rate of convergence of $\frac{1}{\sqrt{m}}\mathrm{Tr} \mathbf{U}^m$ to its limiting Gaussian as $n\to\infty$ for orthogonal, unitary and symplectic Haar distributed random…

Probability · Mathematics 2022-04-08 Klara Courteaut , Kurt Johansson , Gaultier Lambert

We give some rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales with differences having finite variances. For the Kolmogorov distances, we present some exact Berry-Esseen bounds for martingales,…

Probability · Mathematics 2023-09-18 Xiequan Fan , Zhonggen Su

Given a Gromov-hyperbolic group $G$ endowed with a finite symmetric generating set, we study the statistics of counting measures on the spheres of the associated Cayley graph under linear representations of $G$. More generally, we obtain a…

Dynamical Systems · Mathematics 2022-02-22 Stephen Cantrell , Cagri Sert

We consider the problem of providing nonparametric confidence guarantees for undirected graphs under weak assumptions. In particular, we do not assume sparsity, incoherence or Normality. We allow the dimension $D$ to increase with the…

Statistics Theory · Mathematics 2013-09-27 Larry Wasserman , Mladen Kolar , Alessandro Rinaldo

We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…

Probability · Mathematics 2009-11-10 M. Abadi , J. -R. Chazottes , F. Redig , E. Verbitskiy

Renz (Ann. Probab. 1996) has established a rate of convergence $1/\sqrt{n}$ in the central limit theorem for martingales with some restrictive conditions. In the present paper a modification of the methods, developed by Bolthausen (Ann.…

Probability · Mathematics 2020-02-04 Songqi Wu , Xiaohui Ma , Hailin Sang , Xiequan Fan

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

Probability · Mathematics 2022-03-25 Mikołaj J. Kasprzak , Giovanni Peccati

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…

Probability · Mathematics 2019-02-13 Pavel Kriz , Bohdan Maslowski

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

Let {F_n} be a normalized sequence of random variables in some fixed Wiener chaos associated with a general Gaussian field, and assume that E[F_n^4] --> E[N^4]=3, where N is a standard Gaussian random variable. Our main result is the…

Probability · Mathematics 2011-09-08 Hermine Biermé , Aline Bonami , Ivan Nourdin , Giovanni Peccati

Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…

Probability · Mathematics 2012-05-24 Iosif Pinelis

Under the assumption that data lie on a compact (unknown) manifold without boundary, we derive finite sample bounds for kernel smoothing and its (first and second) derivatives, and we establish asymptotic normality through Berry-Esseen type…

Statistics Theory · Mathematics 2026-01-26 Eunseong Bae , Wolfgang Polonik

This work aims to study the dislocation or nodal lines of 3D Berry's random wave model. Their expected length is computed both in the isotropic and anisotropic cases, being them compared. Afterwards, in the isotropic case the asymptotic…

Probability · Mathematics 2019-12-25 Federico Dalmao , Anne Estrade , José León

Using coupling techniques based on Stein's method for probability approximation, we revisit classical variance bounding inequalities of Chernoff, Cacoullos, Chen and Klaassen. Taking advantage of modern coupling techniques allows us to…

Probability · Mathematics 2019-11-11 Fraser Daly , Fatemeh Ghaderinezhad , Christophe Ley , Yvik Swan

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

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

Size bias occurs famously in waiting-time paradoxes, undesirably in sampling schemes, and unexpectedly in connection with Stein's method, tightness, analysis of the lognormal distribution, Skorohod embedding, infinite divisibility, and…

Probability · Mathematics 2018-09-28 Richard Arratia , Larry Goldstein , Fred Kochman