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相关论文: Normal approximation for sums of discrete $U$-stat…

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We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

概率论 · 数学 2020-07-28 Nicolas Privault , Grzegorz Serafin

We derive normal approximation bounds for generalized $U$-statistics of the form \begin{equation*} S_{n,k}(f):=\sum_{ 1 \leq \beta (1),\dots,\beta (k) \leq n \atop \beta (i)\ne\beta (j), \ 1\leq i\ne j \leq k} f\big(X_{\beta…

概率论 · 数学 2025-11-12 Qingwei Liu , Nicolas Privault

We bound the error for the normal approximation of the number of triangles in the Erdos-Renyi random graph with respect to the Kolmogorov metric. Our bounds match the best available Wasserstein-bounds obtained by Barbour, Karonski and…

概率论 · 数学 2017-04-04 Adrian Röllin

The random intersection graph model $\mathcal G(n,m,p)$ is considered. Due to substantial edge dependencies, studying even fundamental statistics such as the subgraph count is significantly more challenging than in the classical binomial…

组合数学 · 数学 2025-04-01 Katarzyna Rybarczyk , Grzegorz Serafin

We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the…

概率论 · 数学 2019-01-23 Xiao Fang

This paper derives normal approximation results for subgraph counts written as multiparameter stochastic integrals in a random-connection model based on a Poisson point process. By combinatorial arguments we express the cumulants of general…

概率论 · 数学 2025-11-11 Qingwei Liu , Nicolas Privault

We establish general upper bounds on the Kolmogorov distance between two probability distributions in terms of the distance between these distributions as measured with respect to the Wasserstein or smooth Wasserstein metrics. These bounds…

概率论 · 数学 2023-01-02 Robert E. Gaunt , Siqi Li

We consider distributional approximation by generalized Dickman distributions, which appear in number theory, perpetuities, logarithmic combinatorial structures and many other areas. We prove bounds in the Kolmogorov distance for the…

概率论 · 数学 2022-11-21 Chinmoy Bhattacharjee , Matthias Schulte

We prove abstract bounds on the Wasserstein and Kolmogorov distances between non-randomly centered random sums of real i.i.d. random variables with a finite third moment and the standard normal distribution. Except for the case of mean zero…

概率论 · 数学 2015-11-20 Christian Döbler

An explicit bound is given for the Kolmogorov distance between a mixture of normal distributions and a normal distribution with properly chosen parameter values. A random variable X has a mixture of normal distributions if its conditional…

概率论 · 数学 2020-08-07 Krzysztof Bartoszek , Torkel Erhardsson

We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…

概率论 · 数学 2015-05-19 Raphaël Lachièze-Rey , Giovanni Peccati

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…

概率论 · 数学 2014-07-07 Xiao Fang

We give some rates of convergence in the distances of Kolmogorov and Wasserstein for standardized martingales with differences having finite variances. For the Kolmogorov distances, we present some exact Berry-Esseen bounds for martingales,…

概率论 · 数学 2023-09-18 Xiequan Fan , Zhonggen Su

A non-uniform and inhomogeneous random hypergraph model is considered, which is a straightforward extension of the celebrated binomial random graph model $\mathbb G(n, p)$. We establish necessary and sufficient conditions for small…

概率论 · 数学 2024-08-13 Wojciech Michalczuk , Mikołaj Nieradko , Grzegorz Serafin

Under correlation-type conditions, we derive an upper bound of order $(\log n)/n$ for the average Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. The result is based on improved…

概率论 · 数学 2019-06-24 S. G. Bobkov , G. P. Chistyakov , F. Götze

In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…

概率论 · 数学 2024-06-12 Marius Butzek , Peter Eichelsbacher , Benedikt Rednoß

Peccati, Sole, Taqqu, and Utzet recently combined Stein's method and Malliavin calculus to obtain a bound for the Wasserstein distance of a Poisson functional and a Gaussian random variable. Convergence in the Wasserstein distance always…

概率论 · 数学 2014-09-09 Matthias Schulte

We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property. We make use of this theory in order to derive abstract…

概率论 · 数学 2020-08-13 Christian Döbler

In his work \cite{Ti80}, Tikhomirov combined elements of Stein's method with the theory of characteristic functions to derive Kolmogorov bounds for the convergence rate in the central limit theorem for a normalized sum of a stationary…

概率论 · 数学 2021-07-09 Peter Eichelsbacher , Benedikt Rednoß

We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…

概率论 · 数学 2024-06-21 Leonie Neufeld
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