Related papers: A Sub-Gaussian Berry-Esseen Theorem for the Hyperg…
The hypergeometric distribution is a popular distribution, whose properties have been extensively investigated. Generating functions of this distribution, such as the probability-generating function, the moment-generating function, and the…
The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME). We study rates of convergence of the central limit theorem…
We have discussed a consistency condition of Berry phases defined by a local gauge twist and spatial symmetries of the many body system. It imposes a non trivial gap closing condition under the gauge twist in both finite- and infinite-size…
We develop techniques for determining an explicit Berry-Esseen bound in the Kolmogorov distance for the normal approximation of a ratio of Gaussian functionals. We provide an upper bound in terms of the third and fourth cumulants, using…
In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection principle for finite-velocity random motions allows the law of…
We consider the gradient field model in $\left[ -N,N\right] ^{2}\cap \mathbb{Z}^{2}$ with a uniformly convex interaction potential. Naddaf-Spencer \cite{NS} and Miller \cite{Mi} proved that the macroscopic averages of linear statistics of…
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…
We consider solutions of stochastic differential equations which diverge to infinity as the time parameter goes to infinity. If the coefficients converge as the spacial variable goes to infinity, then the solutions will get close to some…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
Non-asymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
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…
We use a simple method to derive two concentration bounds on the hypergeometric distribution. Comparison with existing results illustrates the advantage of these bounds across different regimes.
Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…
In this paper, we propose a new approach for deriving probabilistic inequalities. Our main idea is to exploit the information of underlying distributions by virtue of the monotone likelihood ratio property and Berry-Essen inequality.…
We examine the Gaussian hypergeometric beta distribution and look at the effect of having an additional term in the density kernel relative to the standard beta distribution. We reparameterise and classify this distribution into left and…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics.…
In this paper we obtain non-uniform Berry-Esseen bounds for normal approximations by the Malliavin-Stein method. The techniques rely on a detailed analysis of the solutions of Stein's equations and will be applied to functionals of a…
We establish nonuniform Berry-Esseen (B-E) bounds for Studentized U-statistics of the rate $1/\sqrt{n}$ under a third-moment assumption, which covers the t-statistic that corresponds to a kernel of degree $1$ as a special case. While an…