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The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in the literature on rates of convergence of functionals of random…

Probability · Mathematics 2017-03-20 Vo Anh , Nikolai Leonenko , Andriy Olenko , Volodymyr Vaskovych

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums.…

Probability · Mathematics 2016-01-05 Jürgen Kampf

The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

Classical Analysis and ODEs · Mathematics 2022-11-17 Evan Randles

This article studies the weak convergence and associated Central Limit Theorem for blurring and nonblurring processes. Then, they are applied to the estimation of location parameter. Simulation studies show that the location estimation…

Statistics Theory · Mathematics 2015-01-28 Ting-Li Chen , Hironori Fujisawa , Su-Yun Huang , Chii-Ruey Hwang

The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…

Probability · Mathematics 2016-06-16 Vo Anh , Nikolai Leonenko , Andriy Olenko

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…

Dynamical Systems · Mathematics 2021-11-25 Davor Dragičević , Julien Sedro

In this paper we introduce an enhanced notion of extremal systems for sets in locally convex topological vector spaces and obtain efficient conditions for set extremality in the convex case. Then we apply this machinery to deriving new…

Optimization and Control · Mathematics 2016-10-03 Boris Mordukhovich , Nguyen Mau Nam

Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…

Probability · Mathematics 2013-08-16 Dirk Zeindler

This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…

Machine Learning · Computer Science 2026-04-21 Xingtu Liu

We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…

Probability · Mathematics 2022-08-31 Zhengyan Wu , Rangrang Zhang

The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2017-08-04 Tomasz Szarek , Anna Zdunik

We show how recent results by Bening and Korolev in the context of estimation, when linked with a classical result of Fisher concerning the negative binomial distribution, can be used to explain the ubiquity of power law probability…

Statistical Mechanics · Physics 2009-11-11 C. Vignat , A. Plastino

In this paper we investigate the similarity solutions of a plane mixed convection boundary layer flow near a semi-vertical plate, with a prescribed power law function of the distance from the leading edge for the temperature, that is…

Classical Analysis and ODEs · Mathematics 2007-05-23 B. Brighi , J. -D. Hoernel

Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Based on these results, we establish a new kind of almost sure…

Probability · Mathematics 2018-10-19 Weihuan Huang , Panyu Wu

We prove a central limit theorem for the volume of projections of the N-cube onto a random subspace of dimension n, when n is fixed and N tends to infinity. Randomness in this case is with respect to the Haar measure on the Grassmannian…

Probability · Mathematics 2012-12-04 Grigoris Paouris , Peter Pivovarov , Joel Zinn

We prove bounds for the covering numbers of classes of convex functions and convex sets in Euclidean space. Previous results require the underlying convex functions or sets to be uniformly bounded. We relax this assumption and replace it…

Information Theory · Computer Science 2014-10-24 Adityanand Guntuboyina

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

Statistics Theory · Mathematics 2023-06-27 Arisina Banerjee , Arun K Kuchibhotla

Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

Probability · Mathematics 2023-08-08 S. G. Bobkov , G. P. Chistyakov , F. Götze

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Statistics Theory · Mathematics 2015-08-18 Tony Cai , Adityanand Guntuboyina , Yuting Wei

We prove that for any non-symmetric irreducible divisible convex set, the proximal limit set is the full projective boundary.

Metric Geometry · Mathematics 2021-06-15 Pierre-Louis Blayac