中文
相关论文

相关论文: Uniform Cram\'er moderate deviations and Berry-Ess…

200 篇论文

We will prove the Berry-Esseen theorem for the number counting function of the circular $\beta$-ensemble (C$\beta$E), which will imply the central limit theorem for the number of points in arcs of the unit circle in mesoscopic and…

概率论 · 数学 2023-12-15 Renjie Feng , Gang Tian , Dongyi Wei

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

概率论 · 数学 2014-07-30 Chunmao Huang , Quansheng Liu

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

机器学习 · 统计学 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if $1\le n\le 500000$, where $n$ is a number of summands. This result is got both with…

概率论 · 数学 2018-10-24 Anatolii Zolotukhin , Sergei Nagaev , Vladimir Chebotarev

In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum $S_n$ of $n$ independent centered random variables with moments of order four and its first-order…

概率论 · 数学 2025-07-30 Alexis Derumigny , Lucas Girard , Yannick Guyonvarch

We prove local convergence results for the uniformly random, labelled or unlabelled, graphs from subcritical families. As an example special case, we prove Benjamini-Schramm convergence for the uniform random unlabelled tree. We introduce a…

组合数学 · 数学 2016-11-28 Agelos Georgakopoulos , Stephan Wagner

This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…

概率论 · 数学 2017-11-15 Claire Delplancke , Laurent Miclo

The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…

概率论 · 数学 2021-08-06 Shirshendu Ganguly , Kyeongsik Nam

Consider $(Z_n)_{n\geq0}$ a supercritical branching process in an independent and identically distributed environment. Based on some recent development in martingale limit theory, we established law of the iterated logarithm, strong law of…

概率论 · 数学 2025-05-06 Yinna Ye

A Berry-Esseen bound is obtained for self-normalized martingales under the assumption of finite moments. The bound coincides with the classical Berry-Esseen bound for standardized martingales. An example is given to show the optimality of…

概率论 · 数学 2019-07-04 Xiequan Fan , Qi-Man Shao

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…

概率论 · 数学 2022-01-31 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate $U$-statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg-Feller type negligibility condition are…

概率论 · 数学 2023-07-07 Christian Döbler

A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…

统计理论 · 数学 2013-12-12 Ibrahim Bin Mohamed , Sherzod M. Mirakhmedov

Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.

概率论 · 数学 2011-08-23 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

A subcritical branching process in random environment (BPRE) is considered whose associated random walk does not satisfy the Cramer condition. The asymptotics for the survival probability of the process is investigated, and a Yaglom type…

概率论 · 数学 2012-04-11 Vladimir Vatutin , Xinghua Zheng

In this paper, we investigate the Milstein numerical scheme with step size $\eta$ for a stochastic differential equation driven by multiplicative Brownian motion. Under some appropriate coefficient conditions, the continuous-time system and…

概率论 · 数学 2025-10-06 Peng Chen , Hui Jiang , Jing Wang

In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism $\psi(\lambda)=\lambda^{1+\alpha}L(1/\lambda)$ where $\alpha\in [0,1]$ and $L$ is slowly varying at $\infty$.…

概率论 · 数学 2015-06-17 Yan-Xia Ren , Ting Yang , Guo-Huan Zhao

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

概率论 · 数学 2013-05-06 Y. -X. Ren , R. Song , R. Zhang

We prove that the sum of $t$ boolean-valued random variables sampled by a random walk on a regular expander converges in total variation distance to a discrete normal distribution at a rate of $O(\lambda/t^{1/2-o(1)})$, where $\lambda$ is…

概率论 · 数学 2023-05-05 Louis Golowich

We obtain non-uniform Berry-Esseen type estimates for several classes of weakly dependent sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or expanding…

概率论 · 数学 2026-05-12 Yeor Hafouta