English
Related papers

Related papers: Exponential Approximation by Stein's Method and Sp…

200 papers

We obtain upper bounds for the total variation distance between the distributions of two Gibbs point processes in a very general setting. Applications are provided to various well-known processes and settings from spatial statistics and…

Probability · Mathematics 2014-09-15 Dominic Schuhmacher , Kaspar Stucki

\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables. We prove a Berry-Esseen bound…

Probability · Mathematics 2015-04-01 Thierry Klein , Agnès Lagnoux , Pierre Petit

The Shannon sampling theorem for bandlimited wide sense stationary random processes was established in 1957, which and its extensions to various random processes have been widely studied since then. However, truncation of the Shannon series…

Functional Analysis · Mathematics 2014-01-21 Wenjian Chen , Haizhang Zhang

Using a characterizing equation for the Beta distribution, Stein's method is applied to obtain bounds of the optimal order for the Wasserstein distance between the distribution of the scaled number of white balls drawn from a…

Probability · Mathematics 2013-01-03 Larry Goldstein , Gesine Reinert

In a recent paper, Gaunt 2020 extended Stein's method to limit distributions that can be represented as a function $g:\mathbb{R}^d\rightarrow\mathbb{R}$ of a centered multivariate normal random vector $\Sigma^{1/2}\mathbf{Z}$ with…

Probability · Mathematics 2022-09-21 Robert E. Gaunt , Heather Sutcliffe

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

Probability · Mathematics 2019-09-25 Ioana Dumitriu , Tobias Johnson , Soumik Pal , Elliot Paquette

A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…

Probability · Mathematics 2009-12-09 Fraser Daly , Claude Lefèvre , Sergey Utev

In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…

Optimization and Control · Mathematics 2020-03-09 Jiayi Guo , Simai He , Zi Ling , Yicheng Liu

We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of…

Probability · Mathematics 2010-04-02 Vydas Čekanavičius , Erol A. Peköz , Adrian Röllin , Michael Shwartz

For any discrete target distribution, we exploit the connection between Markov chains and Stein's method via the generator approach and express the solution of Stein's equation in terms of expected hitting time. This yields new upper bounds…

Probability · Mathematics 2018-02-16 Michael C. H. Choi

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $\mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy…

Probability · Mathematics 2008-08-22 Peter Eichelsbacher , Gesine Reinert

Neyman (1923/1990) introduced the randomization model, which contains the notation of potential outcomes to define causal effects and a framework for large-sample inference based on the design of the experiment. However, the existing theory…

Methodology · Statistics 2025-06-16 Lei Shi , Peng Ding

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 use the exponential random graph models to understand the network structure and its generative process for the Japanese bipartite network of banks and firms. One of the well known and simple model of exponential random graph is the…

Physics and Society · Physics 2019-06-28 Abhijit Chakraborty , Hazem Krichene , Hiroyasu Inoue , Yoshi Fujiwara

In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…

Probability · Mathematics 2012-11-26 Alexandru Amarioarei

We propose a perturbative method to estimate the normalization constant in exponential random graph models as the weighting parameters approach infinity. As an application, we give evidence of discontinuity in natural parametrization along…

Probability · Mathematics 2018-02-14 Rajinder Mavi , Mei Yin

We will study the generalized Steklov Robin eigensystem (with possibly matrices weights) in which the spectral parameter is both in the system and on the boundary. We prove the existence of of an increasing unbounded sequence of eigenvalues…

Analysis of PDEs · Mathematics 2014-11-19 Alzaki Fadlallah

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

The notion of spectrum of first-order properties introduced by J. Spencer for Erdos-Renyi random graph is considered in relation to random uniform hypergraphs. We study properties of spectrum for first-order formulae with bounded quantifier…

Combinatorics · Mathematics 2019-08-06 Svetlana Popova

In this paper we obtain non-uniform exponential upper bounds for the rate of convergence of a version of the algorithm Context, when the underlying tree is not necessarily bounded. The algorithm Context is a well-known tool to estimate the…

Statistics Theory · Mathematics 2008-05-22 Antonio Galves , Florencia Leonardi
‹ Prev 1 8 9 10 Next ›