中文
相关论文

相关论文: Berry-Esseen Theorem and Quantitative homogenizati…

200 篇论文

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 prove Berry-Esseen theorems, almost sure invariance principle rates and large deviations for products of independent but not identically distributed invertible matrices with some average (logarithmic) projective contraction and uniform…

概率论 · 数学 2025-12-23 Yeor Hafouta

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

概率论 · 数学 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

We study homogenization properties of the discrete Laplace operator with random conductances on a large domain in $\mathbb{Z}^d$. More precisely, we prove almost-sure homogenization of the discrete Poisson equation and of the top of the…

概率论 · 数学 2018-06-05 Franziska Flegel , Martin Heida , Martin Slowik

It is known that a random walk on $\Z^d$ among i.i.d. uniformly elliptic random bond conductances verifies a central limit theorem. It is also known that approximations of the covariance matrix can be obtained by considering periodic…

概率论 · 数学 2007-05-23 Daniel Boivin

We consider the long-range random conductance model on $\mathbb{Z}^d$ at the critical exponent: the jump rate between sites $x$ and $y$ decays as $\mathbf{a}(x,y) |x-y|^{-(d+2)}$, where $\mathbf{a}(x,y)$ are i.i.d. uniformly elliptic…

概率论 · 数学 2026-04-24 Ahmed Bou-Rabee , Paul Dario

Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $\mu$. In this paper, under standard…

概率论 · 数学 2022-11-03 C Cuny , J Dedecker , F Merlevède , M Peligrad

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

概率论 · 数学 2012-12-24 Christian Döbler

We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.

概率论 · 数学 2021-12-30 C Cuny , J Dedecker , F Merlevède , M Peligrad

Consider a stationary, weakly dependent sequence of random variables. Given only mild conditions, allowing for polynomial decay of the autocovariance function, we show a Berry-Esseen bound of optimal order $n^{-1/2}$ for studentized…

概率论 · 数学 2025-04-22 Moritz Jirak

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…

概率论 · 数学 2023-03-01 Maximilian Janisch , Thomas Lehéricy

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

概率论 · 数学 2025-04-10 Sebastian Andres

Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…

概率论 · 数学 2020-07-28 Moritz Jirak

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 consider random walks in a uniformly elliptic, balanced, i.i.d. random environment in the integer lattice $Z^d$ for $d\geq 2$ and the corresponding problem of stochastic homogenization of non-divergence form difference operators. We…

概率论 · 数学 2025-12-08 Xiaoqin Guo , Hung V. Tran

We consider discrete non-divergence form difference operators in a random environment and the corresponding process--the random walk in a balanced random environment in $\mathbb{Z}^d$ with a finite range of dependence. We first quantify the…

概率论 · 数学 2022-09-30 Xiaoqin Guo , Jonathon Peterson , Hung V. Tran

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

Two different aspects of parabolic iteration in the complex upper half-plane are considered here. First, from a noncommutative probability perspective, a Berry-Esseen type estimate for the convergence speed of the monotone central limit…

泛函分析 · 数学 2018-12-03 Octavio Arizmendi , Mauricio Salazar , Jiun-Chau Wang

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 establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…

概率论 · 数学 2021-05-28 Sebastian Andres , Alberto Chiarini , Martin Slowik
‹ 上一页 1 2 3 10 下一页 ›