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The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

经典分析与常微分方程 · 数学 2022-11-17 Evan Randles

Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…

概率论 · 数学 2009-09-29 Hsien-Kuei Hwang , Svante Janson

We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values…

概率论 · 数学 2017-07-13 Michel Weber

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

概率论 · 数学 2007-05-23 Michael Mayer , Ilya Molchanov

We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…

统计理论 · 数学 2026-03-23 Michael A. Klatt , Günter Last , Norbert Henze

A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the logarithm of the likelihood ratio based on the Hellinger…

统计理论 · 数学 2026-04-28 Mikhail Ermakov

This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…

概率论 · 数学 2018-09-12 Peng Chen , Ivan Nourdin , Lihu Xu

Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

概率论 · 数学 2020-11-05 Yacine Barhoumi-Andréani

We provide an improved version of the Darling-Erd\"os theorem for sums of i.i.d. random variables with mean zero and finite variance. We extend this result to multidimensional random vectors. Our proof is based on a new strong invariance…

概率论 · 数学 2016-12-05 Gauthier Dierickx , Uwe Einmahl

In this paper, we develop Stein's method for binomial approximation using the stop-loss metric that allows one to obtain a bound on the error term between the expectation of call functions. We obtain the results for a locally dependent…

概率论 · 数学 2022-03-25 Amit N. Kumar , P. Vellaisamy

We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.

概率论 · 数学 2024-07-29 Erich Häusler , Harald Luschgy

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

概率论 · 数学 2019-07-24 Martin Raič

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

概率论 · 数学 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

In location estimation, we are given $n$ samples from a known distribution $f$ shifted by an unknown translation $\lambda$, and want to estimate $\lambda$ as precisely as possible. Asymptotically, the maximum likelihood estimate achieves…

统计理论 · 数学 2023-02-07 Shivam Gupta , Jasper C. H. Lee , Eric Price

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

信息论 · 计算机科学 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

In this paper, we present a different proof on the discrete Fourier restriction. The proof recovers Bourgain's level set result on Strichartz estimates associated with Schr\"odinger equations on torus. Some sharp estimates on…

经典分析与常微分方程 · 数学 2011-08-26 Yi Hu , Xiaochun Li

In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…

概率论 · 数学 2007-06-05 Paul Bourgade , Chris Hughes , Ashkan Nikeghbali , Marc Yor

Many spatial models exhibit locality structures that effectively reduce their intrinsic dimensionality, enabling efficient approximation and sampling of high-dimensional distributions. However, existing approximation techniques primarily…

机器学习 · 统计学 2026-02-02 Tiangang Cui , Shuigen Liu , Xin T. Tong

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

统计理论 · 数学 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We provide completely effective error estimates for Stirling numbers of the first and second kind, denoted by $s(n,m)$ and $S(n,m)$, respectively. These bounds are useful for values of $m \geq n - O(\sqrt{n})$. An application of our Theorem…

组合数学 · 数学 2016-09-12 Richard Arratia , Stephen DeSalvo