中文
相关论文

相关论文: Berry-Esseen bounds in the entropic central limit …

200 篇论文

Berry-Esseen-type bounds are developed in the multidimensional local limit theorem in terms of the Lyapunov coefficients and maxima of involved densities.

概率论 · 数学 2024-07-31 Sergey Bobkov , Friedrich Götze

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…

统计理论 · 数学 2015-03-17 Iosif Pinelis

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

概率论 · 数学 2023-03-01 Maximilian Janisch , Thomas Lehéricy

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

概率论 · 数学 2012-12-24 Christian Döbler

Berry Esseen type bounds to the normal, based on zero- and size-bias couplings, are derived using Stein's method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random…

概率论 · 数学 2007-05-23 Larry Goldstein

We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

概率论 · 数学 2014-05-08 Andrei N. Frolov

We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…

概率论 · 数学 2019-05-09 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

概率论 · 数学 2025-03-05 Partha S. Dey , Grigory Terlov

We give estimates on the rate of convergence in the Boolean central limit theorem for the L\'evy distance. In the case of measures with bounded support we obtain a sharp estimate by giving a qualitative description of this convergence.

概率论 · 数学 2017-11-27 Octavio Arizmendi , Mauricio Salazar

Applying Stein's method, an inductive technique and size bias coupling yields a Berry-Esseen theorem for normal approximation without the usual restriction that the coupling be bounded. The theorem is applied to counting the number of…

概率论 · 数学 2013-02-26 Larry Goldstein

New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques…

概率论 · 数学 2011-09-06 Iosif Pinelis

As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically…

概率论 · 数学 2021-01-19 Thierry Klein , A Lagnoux , P Petit

In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…

概率论 · 数学 2026-02-03 Zhi-Jun Cai , Qi-Man Shao , Zhuo-Song Zhang

A gem of classical probability, the Berry-Esseen theorem provides a non-asymptotic form of the central limit theorem. This note gives a friendly and intuitive exposition of the classical Fourier-analytic proof of Esseen's smoothing…

概率论 · 数学 2026-02-09 Roman Vershynin

Under correlation-type conditions, we derive upper bounds of order $\frac{1}{\sqrt{n}}$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

概率论 · 数学 2017-09-21 Sergey Bobkov , Gennadiy Chistyakov , Friedrich Götze

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

概率论 · 数学 2007-05-23 Louis H. Y. Chen , Qi-Man Shao

We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…

概率论 · 数学 2021-04-02 Qi-Man Shao , Zhuo-Song Zhang

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices and consider the matrix product $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish the Berry-Esseen bounds…

概率论 · 数学 2020-10-02 Hui Xiao , Ion Grama , Quansheng Liu

In this paper, we prove a Berry--Esseen bound with optimal order for self-normalized sums of local dependent random variables under some mild dependence conditions. The proof is based on Stein's method and a randomized concentration…

概率论 · 数学 2021-04-09 Zhuo-Song Zhang

We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…

概率论 · 数学 2017-08-03 Xiequan Fan , Ion Grama , Quansheng Liu
‹ 上一页 1 2 3 10 下一页 ›