相关论文: Stein's method and the rank distribution of random…

We develop a general approach to Stein's method for approximating a random process in the path space $D([0,T]\to R^d)$ by a real continuous Gaussian process. We then use the approach in the context of processes that have a representation as…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Let $Z$ be a standard normal random variable and let $H_n$ denote the $n$-th Hermite polynomial. In this note, we obtain Stein equations for the random variables $H_3(Z)$ and $H_4(Z)$, which represents a first step towards developing…

We consider the cycle structure of a random permutation $\sigma$ chosen uniformly from the symmetric group, subject to the constraint that $\sigma$ does not contain cycles of length exceeding $r.$ We prove that under suitable conditions the…

We propose a Stein characterization of the Kummer distribution on (0, $\infty$). This result follows from our observation that the density of the Kummer distribution satisfies a certain differential equation, leading to a solution of the…

We provide an overview of some recent techniques involving the Malliavin calculus of variations and the so-called ``Stein's method'' for the Gaussian approximations of probability distributions. Special attention is devoted to establishing…

The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…

We consider the limiting spectral distribution of matrices of the form $\frac{1}{2b_{n}+1} (R + X)(R + X)^{*}$, where $X$ is an $n\times n$ band matrix of bandwidth $b_{n}$ and $R$ is a non random band matrix of bandwidth $b_{n}$. We show…

Consider $N\times N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W \geq N^{3/4+\varepsilon}$ for any $\varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we…

Let $\mathbb{F}_q$ be the finite field of $q$ elements. In this paper we obtain bounds on the following counting problem: given a polynomial $f(x)\in \mathbb{F}_q[x]$ of degree $k+m$ and a non-negative integer $r$, count the number of…

Using a characterizing equation for the Beta distribution, Stein's method is applied to obtain bounds of the optimal order for the Wasserstein distance between the distribution of the scaled number of white balls drawn from a…

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…

The problem of estimating a normal covariance matrix is considered from a decision-theoretic point of view, where the dimension of the covariance matrix is larger than the sample size. This paper addresses not only the nonsingular case but…

We consider the distribution of cycle counts in a random regular graph, which is closely linked to the graph's spectral properties. We broaden the asymptotic regime in which the cycle counts are known to be approximately Poisson, and we…

Using Stein's method techniques introduced by Chatterjee (2008) and further extended by Kasprzak and Peccati (2022) and by Lachi\`eze-Rey and Peccati (2017), we derive novel quantitative bounds on the convergence in distribution of…

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…

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…

We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…