Related papers: Berry-Esseen for Free Random Variables
Given a weakly dependent stationary process, we describe the transition between a Berry-Esseen bound and a second order Edgeworth expansion in terms of the Berry-Esseen characteristic. This characteristic is sharp: We show that Edgeworth…
We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…
The coefficient of variation is a useful indicator for comparing the spread of values between dataset with different units or widely different means. In this paper we address the problem of investigating the equality of the coefficients of…
An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results. Such results are useful in applications to Berry--Esseen bounds.
We consider a sequence of identically independently distributed random samples from an absolutely continuous probability measure in one dimension with unbounded density. We establish a new rate of convergence of the $\infty-$Wasserstein…
Hwang's quasi-power theorem asserts that a sequence of random variables whose moment generating functions are approximately given by powers of some analytic function is asymptotically normally distributed. This theorem is generalised to…
Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…
Edgeworth expansions for random walks on covering graphs with groups of polynomial volume growths are obtained under a few natural assumptions. The coefficients appearing in this expansion depends on not only geometric features of the…
Hwang's quasi-power theorem asserts that a sequence of random variables whose moment generating functions are approximately given by powers of some analytic function is asymptotically normally distributed. This theorem is generalised to…
The Ehrhard-Borell inequality is a far-reaching refinement of the classical Brunn-Minkowski inequality that captures the sharp convexity and isoperimetric properties of Gaussian measures. Unlike in the classical Brunn-Minkowski theory, the…
We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…
In this paper, we study the properties of the Eberlein convolution of measures and introduce a twisted version of it. For functions we show that the twisted Eberlein convolution can be seen as a translation invariant function-valued inner…
Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…
Let $B$ be a bifractional Brownian motion with parameters $H\in (0, 1)$ and $K\in(0,1]$. For any $n\geq1$, set $Z_n =\sum_{i=0}^{n-1}\big[n^{2HK}(B_{(i+1)/n}-B_{i/n})^2-\E((B_{i+1}-B_{i})^2)\big]$. We use the Malliavin calculus and the…
Due to the effort of a number of authors, the value c_u of the absolute constant factor in the uniform Berry--Esseen (BE) bound for sums of independent random variables has been gradually reduced to 0.4748 in the iid case and 0.5600 in the…
Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…
We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…
The nonequilibrium work fluctuation theorem provides the way for calculations of (equilibrium) free energy based on work measurements of nonequilibrium, finite-time processes and their reversed counterparts by applying Bennett's acceptance…
By a modification of the method that was applied in (Korolev and Shevtsova, 2010), here the inequalities $\Delta_n\leq0.3328(\beta_3+0.429)/\sqrt{n}$ and $\Delta_n\leq0.33554(\beta_3+0.415)/\sqrt{n}$ are proved for the uniform distance…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.