Related papers: Power-law estimates for the central limit theorem …
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…
We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…
In the framework of shape constrained estimation, we review methods and works done in convex set estimation. These methods mostly build on stochastic and convex geometry, empirical process theory, functional analysis, linear programming,…
We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…
In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…
We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…
We consider point-to-point directed paths in a random environment on the two-dimensional integer lattice. For a general independent environment under mild assumptions we show that the quenched energy of a typical path satisfies a central…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…
We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
We provide a sharp lower bound for the perimeter of the inner parallel sets of a convex body $\Omega$. The bound depends only on the perimeter and inradius $r$ of the original body and states that \[|\partial\Omega_t| \geq…
We prove that the rate of convergence for the central limit theorem in finite free convolution is of order $n^{1/2}$
For random combinatorial optimization problems, there has been much progress in establishing laws of large numbers and computing limiting constants for the optimal value of various problems. However, there has not been as much success in…
Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…
We explore properties of the $\chi^2$ and more general R\'enyi (Tsallis) distances to the normal law. In particular we provide necessary and sufficient conditions for the convergence to the normal law in the central limit theorem using…
We establish a central limit theorem for the central values of Dirichlet $L$-functions with respect to a weighted measure on the set of primitive characters modulo $q$ as $q \rightarrow \infty$. Under the Generalized Riemann Hypothesis…
We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…
We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…
In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…