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相关论文: Rate of Convergence in the entropic free CLT

200 篇论文

We prove an expansion for densities in the free CLT and apply this result to an expansion in the entropic free central limit theorem assuming a moment condition of order four for the free summands.

概率论 · 数学 2017-01-17 Gennadii Chistyakov , Friedrich Götze

We prove Edgeworth type expansions for distribution functions of sums of free random variables under minimal moment conditions. The proofs are based on the analytic definition of free convolution. We apply these results to the expansion of…

概率论 · 数学 2011-12-22 G. P. Chistyakov , F. Götze

We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.

算子代数 · 数学 2011-04-11 John D. Williams

We provide the first quantitative estimates for the rate of convergence in the free multiplicative central limit theorem (CLT), in terms of the Kolmogorov and $r$-Wasserstein distances for $r \geq 1$. While the free additive CLT has been…

算子代数 · 数学 2025-07-03 Marwa Banna , Nicolas Gilliers , Pei-Lun Tseng

It is well known that central order statistics exhibit a central limit behavior and converge to a Gaussian distribution as the sample size grows. This paper strengthens this known result by establishing an entropic version of the CLT that…

信息论 · 计算机科学 2022-05-11 Martina Cardone , Alex Dytso , Cynthia Rush

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

概率论 · 数学 2010-10-19 Jiun-Chau Wang

We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

概率论 · 数学 2025-04-15 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

We introduce a new method for obtaining quantitative convergence rates for the central limit theorem (CLT) in a high dimensional setting. Using our method, we obtain several new bounds for convergence in transportation distance and entropy,…

概率论 · 数学 2020-09-08 Ronen Eldan , Dan Mikulincer , Alex Zhai

We make use of an entropic property to establish a convergence theorem (Main Theorem), which reveals that the conditional entropy measures the asymptotic Gaussianity. As an application, we establish the {\it entropic conditional central…

概率论 · 数学 2024-07-17 Zhi-Ming Ma , Liu-Quan Yao , Shuai Yuan , Hua-Zi Zhang

We explore an asymptotic behavior of entropies for sums of independent random variables that are convolved with a small continuous noise.

概率论 · 数学 2020-01-09 Sergey G. Bobkov , Arnaud Marsiglietti

An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

概率论 · 数学 2013-07-25 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

We study the scaling properties of the non-equilibrium stationary states (NESS) of a reaction-diffusion model. Under a suitable smallness condition, we show that the density of particles satisfies a law of large numbers with respect to the…

概率论 · 数学 2022-11-10 P. Gonçalves , M. Jara , R. Marinho , O. Menezes

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

概率论 · 数学 2011-03-23 Henry Lam , Jose Blanchet , Damian Burch , Martin Z. Bazant

This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…

概率论 · 数学 2021-06-16 Nguyen Tien Dung

We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

概率论 · 数学 2026-03-30 Jad Hamdan

We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…

数学物理 · 物理学 2024-12-04 Dhriti Ranjan Dolai

We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…

概率论 · 数学 2023-02-15 Makoto Maejima , Noriyoshi Sakuma

We prove that the rate of convergence for the central limit theorem in finite free convolution is of order $n^{1/2}$

概率论 · 数学 2023-10-25 Octavio Arizmendi , Daniel Perales

We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full…

数学物理 · 物理学 2022-12-29 Sylvia Serfaty

In this paper we study uniform versions of two limit theorems in random left truncation model (RLTM). The law of large numbers (LLN) and the central limit theorem (CLT) have been obtained under the bracketing entropy conditions in this…

统计理论 · 数学 2016-07-27 Vahid Fakoor , Raheleh. Zamini
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