中文
相关论文

相关论文: An explicit Berry-Ess\'een bound for uniformly exp…

200 篇论文

An optimal bound on the quantiles of a certain kind of distributions is given. Such a bound is used in applications to Berry--Esseen-type bounds for nonlinear statistics.

概率论 · 数学 2013-01-03 Iosif Pinelis

In this paper, we obtain uniform bounds for a number of expressions that involve derivatives and integrals of modified Bessel functions. These uniform bounds are motivated by the need to bound such expressions in the study of variance-gamma…

经典分析与常微分方程 · 数学 2017-03-21 Robert E. Gaunt

We introduce and investigate an iterative scheme for approximating common fixed point of a family of Bregman relatively-nonexpansive mappings in real reflexive Banach spaces. We prove strong convergence theorem of the sequence generated by…

泛函分析 · 数学 2017-07-27 Oladipo Abiodun Timoye , Enyinnaya Ekuma-Okereke

Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…

概率论 · 数学 2017-11-06 Kai Krokowski , Anselm Reichenbachs , Christoph Thaele

We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…

统计理论 · 数学 2026-05-28 Diego Martinez-Taboada , Aaditya Ramdas

We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…

概率论 · 数学 2025-11-11 Yeor Hafouta

Using a modification of Stein's method, we generalize the results of Bentkus, G{\"o}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of statistics of sequences of $\phi$-mixing, non-stationary…

概率论 · 数学 2026-04-07 Brendan Williams , Yeor Hafouta

We prove Berry-Esseen theorems, almost sure invariance principle rates and large deviations for products of independent but not identically distributed invertible matrices with some average (logarithmic) projective contraction and uniform…

概率论 · 数学 2025-12-23 Yeor Hafouta

We show how to detect optimal Berry--Esseen bounds in the normal approximation of functionals of Gaussian fields. Our techniques are based on a combination of Malliavin calculus, Stein's method and the method of moments and cumulants, and…

概率论 · 数学 2009-12-09 Ivan Nourdin , Giovanni Peccati

In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…

概率论 · 数学 2019-11-05 Samuel G. G. Johnston , Joscha Prochno

We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…

动力系统 · 数学 2021-11-15 Kasun Fernando , Françoise Pène

In this paper, several fundamental facts, especially the existence and uniqueness of an absolutely continuous ergodic measure with an exponential mixing rate, are derived for smooth expanding circle maps. Although the results are classical,…

动力系统 · 数学 2013-03-12 Henri Sulku

In this work, we provide a $(n/m)^{-1/2}$-rate finite sample Berry-Esseen bound for $m$-dependent high-dimensional random vectors over the class of hyper-rectangles. This bound imposes minimal assumptions on the random vectors such as…

概率论 · 数学 2022-12-13 Heejong Bong , Arun Kumar Kuchibhotla , Alessandro Rinaldo

Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two…

概率论 · 数学 2020-05-12 Louis H. Y. Chen , Larry Goldstein , Adrian Röllin

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…

统计方法学 · 统计学 2025-06-16 Lei Shi , Peng Ding

A weighted area estimate for entire graphs with bounded weighted mean curvature in Gauss space is given by a simple proof. Bernstein type theorems for self shrinkers (\cite {wa}) as well as for graphic $\lambda$-hypersurfaces (\cite{…

微分几何 · 数学 2018-03-02 Doan The Hieu

We define upper bound and lower bounds for order-preserving homogeneous of degree one maps on a proper closed cone in $\R^n$ in terms of the cone spectral radius. We also define weak upper and lower bounds for these maps. For a proper…

动力系统 · 数学 2012-06-01 Philip Chodrow , Cole Franks , Brian Lins

In this paper, we construct explicit exponential bases on finite or infinite unions of segments of total length one with some conditions on gaps between them. We also construct exponential bases on certain unions of cubes in $\R^d$ and we…

泛函分析 · 数学 2024-12-13 Oleg Asipchuk , Vladyslav Drezels

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

概率论 · 数学 2022-03-01 Marwa Banna , Tobias Mai

We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…

概率论 · 数学 2015-05-19 Raphaël Lachièze-Rey , Giovanni Peccati