相关论文: Bounds of the remainder in a combinatorial central…

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.

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…

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.

We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

We prove matching asymptotic lower and upper bounds on the variances of the intrinsic volumes and the number of $k$-faces of $d$-dimensional random beta-polytopes. Using Stein's methods, we establish central limit theorems for the intrinsic…

We derive some Quantum Central Limit Theorems for expectation values of macroscopically coarse-grained observables, which are functions of coarse-grained hermitean operators. Thanks to the hermicity constraints, we obtain positive-definite…

We develop a theory of limits of finite posets in close analogy to the recent theory of graph limits. In particular, we study representations of the limits by functions of two variables on a probability space, and connections to…

A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voiculescu. The Central Limit Theorem in…

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.

An uniqueness theorem for the inverse problem in the case of a second-order equation defined on the interval [0,1] when the boundary forms contain combinations of the values of functions at the points 0 and 1 is proved. The auxiliary…

We derive Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry-Esseen bound. Applications to quantile coupling inequalities, functions of…

We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…

Border's theorem gives an intuitive linear characterization of the feasible interim allocation rules of a Bayesian single-item environment, and it has several applications in economic and algorithmic mechanism design. All known…

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

Let $s(n)$ be the number of different remainders $n \bmod k$, where $1 \leq k \leq \lfloor n/2 \rfloor$. This rather natural sequence is sequence A283190 in the OEIS and while some basic facts are known, it seems that surprisingly it has…