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We prove the existence of nonnegative weak solutions to a class of second and fourth order nonautonomous nonlinear evolution equations with an explicitly time-dependent mobility function posed on the whole space $\mathbb{R}^d$, for…

偏微分方程分析 · 数学 2016-04-27 Jonathan Zinsl

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…

概率论 · 数学 2025-02-20 Hui Xiao , Ion Grama , Quansheng Liu

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi = (\xi_n)$. We establish a Berry-Esseen bound and a Cram\'er's type large deviation expansion for $\log Z_n$ under the annealed law $\mathbb P$. We also improve…

概率论 · 数学 2016-02-08 Ion Grama , Quansheng Liu , Eric Miqueu

For complex multiple Wiener-It\^{o} integral, we present Berry-Ess\'een upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary, we simplify the previously known contraction…

概率论 · 数学 2024-07-09 Huiping Chen , Yong Chen , Yong Liu

By using the coupling technique, we present sufficient conditions for the exponential ergodicity of general continuous-state nonlinear branching processes in both the $L^1$-Wasserstein distance and the total variation norm, where the drift…

概率论 · 数学 2019-09-16 Pei-Sen Li , Jian Wang

We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…

概率论 · 数学 2021-04-02 Qi-Man Shao , Zhuo-Song Zhang

We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…

概率论 · 数学 2019-05-09 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean…

统计理论 · 数学 2022-11-30 Mayya Zhilova

This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…

概率论 · 数学 2013-09-10 Mark Podolskij , Nakahiro Yoshida

We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…

概率论 · 数学 2017-08-03 Xiequan Fan , Ion Grama , Quansheng Liu

In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen…

统计理论 · 数学 2019-12-24 Dali Liu , Zheng Li , Hanchao Wang , Zengjing Chen

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…

概率论 · 数学 2012-10-12 Bertrand Cloez

A necessary and sufficient condition is obtained for the existence of strong stationary times for ergodic one-dimensional diffusions, whatever the initial distribution. The strong stationary times are constructed through intertwinings with…

概率论 · 数学 2013-11-26 Laurent Miclo

We use duality techniques - specifically Siegmund and Bernstein duality - as tools to analyse ergodic and recurrence properties of $[0,1]$-valued Markov processes. These dualities enable the derivation of sharp bounds on the distance to…

概率论 · 数学 2025-07-11 Fernando Cordero , Grégoire Véchambre

The empirical Wasserstein projection (WP) distance quantifies the Wasserstein distance from the empirical distribution to a set of probability measures satisfying given expectation constraints. The WP is a powerful tool because it mitigates…

统计理论 · 数学 2024-08-22 Sirui Lin , Jose Blanchet , Peter Glynn , Viet Anh Nguyen

This paper first strictly proved that the growth of the second moment of a large class of Gaussian processes is not greater than power function and the covariance matrix is strictly positive definite. Under these two conditions, the maximum…

统计理论 · 数学 2022-07-21 Shifei Luo

A Berry crystal is a random superposition of N plane waves of equal amplitude and fixed wavevector magnitude, propagating in different directions. Using numerical simulations of wavepacket dynamics, spectral analysis based on…

无序系统与神经网络 · 物理学 2026-03-04 Zixuan Chai , Si-Yuan Chen , Chenzheng Yu , Anton M. Graf , Joonas Keski-Rahkonen , Eric J. Heller

Non-linear gravitational collapse introduces non-Gaussian statistics into the matter fields of the late Universe. As the large-scale structure is the target of current and future observational campaigns, one would ideally like to have the…

宇宙学与河外天体物理 · 物理学 2017-09-12 Elena Sellentin , Andrew H. Jaffe , Alan F. Heavens

In this paper, we derive a valid Edgeworth expansions for the Bessel corrected empirical variance when data are generated by a strongly mixing process whose distribution can be arbitrarily. The constraint of strongly mixing process makes…

统计理论 · 数学 2018-09-19 Eric Benhamou

We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…

动力系统 · 数学 2021-11-15 Kasun Fernando , Françoise Pène