相关论文: Bounds of the remainder in a combinatorial central…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.
Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…
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…
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…
In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.
For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.
We introduce and study a new notion of non-commutative independence, called V-monotone independence, which can be viewed as an extension of the monotone independence of Muraki. We investigate the combinatorics of mixed moments of V-monotone…
We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
We review old and recent finite de Finetti theorems in total variation distance and in relative entropy, and we highlight their connections with bounds on the difference between sampling with and without replacement. We also establish two…
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…
The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…
Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…
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.
We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…
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…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
We consider a class of random billiards in a tube, where reflection angles at collisions with the boundary of the tube are random variables rather than deterministic (and elastic) quantities. We obtain a (non-standard) Central Limit Theorem…