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We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Combinatorics · Mathematics 2023-06-22 Lisa Hofer

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.

Probability · Mathematics 2013-04-04 V. Knopova

We estimate the support of a uniform density, when it is assumed to be a convex polytope or, more generally, a convex body in $\R^d$. In the polytopal case, we construct an estimator achieving a rate which does not depend on the dimension…

Statistics Theory · Mathematics 2013-09-26 Victor-Emmanuel Brunel

We present bounds on the maximal gain of adaptive and randomized algorithms over non-adaptive, deterministic ones for approximating linear operators on convex sets. If the sets are additionally symmetric, then our results are optimal. For…

Numerical Analysis · Mathematics 2025-09-24 David Krieg , Erich Novak , Mario Ullrich

We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…

Probability · Mathematics 2016-06-09 Irene Crimaldi , Paolo Dai Pra , Pierre-Yves Louis , Ida Germana Minelli

For $\mathbb{R}^d$-ergodic means constructed over a strictly convex set, a spectral criterion for homogeneous rates of convergence is obtained. From Hertz's result on the asymptotics of the Fourier transform of the indicator of a strictly…

Dynamical Systems · Mathematics 2025-06-23 Ivan Podvigin

We prove stability estimates for the Brunn-Minkowski inequality for convex sets. Unlike existing stability results, our estimates improve as the dimension grows. Our results are equivalent to a thin shell bound, which is one of the central…

Metric Geometry · Mathematics 2012-08-07 Ronen Eldan , Bo`az Klartag

We establish the central limit theorem for the number of groups at the equilibrium of a coagulation-fragmentation process given by a parameter function with polynomial rate of growth. The result obtained is compared with the one for random…

Probability · Mathematics 2007-05-23 Michael Erlihson , Boris Granovsky

In this paper, convergence for moments of powered normal extremes is considered under an optimal choice of normalizing constants. It is shown that the rates of convergence for normalized powered normal extremes depend on the power index.…

Statistics Theory · Mathematics 2016-07-11 Tingting Li , Zuoxiang Peng

We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…

Probability · Mathematics 2024-04-30 Thomas Bonis

We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…

Dynamical Systems · Mathematics 2016-09-28 Matthew Nicol , Andrew Török , Sandro Vaienti

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…

Mathematical Physics · Physics 2007-11-13 M. Shcherbina

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

Probability · Mathematics 2007-05-23 Sergey G. Bobkov

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

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…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

We provide a sharp rate of convergence in the central limit theorem for random vectors with an unconditional, log-concave density. The argument relies on analysis of the Neumann laplacian on convex domains and on the theory of optimal…

Probability · Mathematics 2008-05-01 Bo'az Klartag

It is known that increasing powers of a continuous random variable converge in distribution to Benford's law as the exponent approaches infinity. The rate of convergence has been estimated using Fourier analysis, but we present an…

Probability · Mathematics 2013-07-23 Michał Ryszard Wójcik

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Information Theory · Computer Science 2012-04-13 Guangyue Han