中文
相关论文

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

200 篇论文

In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

概率论 · 数学 2021-04-09 Zhuo-Song Zhang

We establish new lower bounds for the normal approximation in the Wasserstein distance of random variables that are functionals of a Poisson measure. Our results generalize previous findings by Nourdin and Peccati (2012, 2015) and Bierm\'e,…

概率论 · 数学 2015-05-13 Ehsan Azmoodeh , Giovanni Peccati

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi = (\xi_n)$. We establish a Berry-Esseen bound and a Cram\'er's type large deviation expansion for $\log Z_n$ under the annealed law $\mathbb P$. We also improve…

概率论 · 数学 2016-02-08 Ion Grama , Quansheng Liu , Eric Miqueu

We consider random walks conditioned to stay positive. When the mean of increments is zero and variance is finite it is known that they converge to the Rayleigh distribution. In the present paper we derive a Berry-Esseen type estimate and…

概率论 · 数学 2024-12-12 Denis Denisov , Alexander Tarasov , Vitali Wachtel

We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…

概率论 · 数学 2011-05-24 Jean-Christophe Mourrat

We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to $U$-statistics satisfying the weak assumption of decomposability in the Hoeffding…

概率论 · 数学 2020-10-12 Nicolas Privault , Grzegorz Serafin

We introduce a new family of distributions to approximate $\mathbb {P}(W\in A)$ for $A\subset\{...,-2,-1,0,1,2,...\}$ and $W$ a sum of independent integer-valued random variables $\xi_1$, $\xi_2$, $...,$ $\xi_n$ with finite second moments,…

概率论 · 数学 2007-05-23 Larry Goldstein , Aihua Xia

We study the inhomogeneous Curie-Weiss model with external field, where the inhomogeneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of…

概率论 · 数学 2020-02-25 Sander Dommers , Peter Eichelsbacher

This paper establishes a non-uniform Berry--Esseen bound for non-normal approximation using Stein's method. The main theorem generalizes the result of the authors in [Comptes Rendus Mathematique, 2024] to the context of non-normal…

概率论 · 数学 2025-06-23 Lê Vǎn Thành , Nguyen Ngoc Tu

We will prove the Berry-Esseen theorem for the number counting function of the circular $\beta$-ensemble (C$\beta$E), which will imply the central limit theorem for the number of points in arcs of the unit circle in mesoscopic and…

概率论 · 数学 2023-12-15 Renjie Feng , Gang Tian , Dongyi Wei

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

统计理论 · 数学 2021-11-30 Morgane Austern , Peter Orbanz

This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…

概率论 · 数学 2025-02-18 Lê Vǎn Thành , Nguyen Ngoc Tu

We prove abstract bounds on the Wasserstein and Kolmogorov distances between non-randomly centered random sums of real i.i.d. random variables with a finite third moment and the standard normal distribution. Except for the case of mean zero…

概率论 · 数学 2015-11-20 Christian Döbler

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

信息论 · 计算机科学 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.

概率论 · 数学 2012-05-24 Iosif Pinelis

In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order…

统计理论 · 数学 2020-06-18 L. Douge

We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

算子代数 · 数学 2012-02-14 Tobias Mai , Roland Speicher

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 prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

动力系统 · 数学 2021-07-19 Yeor Hafouta

An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution and provide an error of approximation. However, when the…

概率论 · 数学 2021-04-28 Qi-Man Shao , Zhuo-Song Zhang