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A generic, model-independent method for the analysis of the two-particle short-range correlations is presented, that can be utilized to describe e.g. Bose-Einstein (HBT or GGLP), statistical, dynamical or other short-range correlation…

高能物理 - 唯象学 · 物理学 2009-10-31 T. Csorgo , A. T. Szerzo

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

This paper proves a Berry--Esseen theorem for sample quantiles of strongly-mixing random variables under a polynomial mixing rate. The rate of normal approximation is shown to be $O(n^{-1/2})$ as $n\to\infty$, where $n$ denotes the sample…

概率论 · 数学 2009-03-02 S. N. Lahiri , S. Sun

We investigate how introducing slow, time-dependent perturbations to a steady, nonequilibrium process alters the expected (excess) values of important observables, such as the dynamical activity and entropy flux. When we make a cyclic…

统计力学 · 物理学 2026-04-07 Aaron Beyen , Faezeh Khodabandehlou , Christian Maes

Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using…

动力系统 · 数学 2021-08-20 Kasun Fernando , Nan Zou

In this note, we provide a Berry--Esseen bounds for rectangles in high-dimensions when the random vectors have non-singular covariance matrices. Under this assumption of non-singularity, we prove an $n^{-1/2}$ scaling for the Berry--Esseen…

统计理论 · 数学 2020-09-30 Arun Kumar Kuchibhotla , Alessandro Rinaldo

Relative entropy, as a divergence metric between two distributions, can be used for offline change-point detection and extends classical methods that mainly rely on moment-based discrepancies. To build a statistical test suitable for this…

统计方法学 · 统计学 2025-12-19 Matthieu Garcin , Louis Perot

We develop Wasserstein-based hypothesis tests for empirical-measure convergence in stationary dependent sequences. For a known candidate invariant measure, $\mu$, we study the statistic $T_n=\sqrt{n}\,W_1(\hat\mu_n,\mu)$ and establish…

应用统计 · 统计学 2026-05-22 Alexander Yordanov , Peter Hristov

This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bound under weak assumptions on the absolute moments. When the…

概率论 · 数学 2025-01-16 Woonyoung Chang , Kenta Takatsu , Konrad Urban , Arun Kumar Kuchibhotla

Gradient bounds had proved to be a very efficient tool for the control of the rate of convergence to equilibrium for parabolic evolution equations. Among the gradient bounds methods, the celebrated Bakry-\'Emery criterion is a powerful way…

偏微分方程分析 · 数学 2016-02-25 Fabrice Baudoin

We establish the first quantitative Berry-Esseen bounds for edge eigenvector statistics in random regular graphs. For any $d$-regular graph on $N$ vertices with fixed $d \geq 3$ and deterministic unit vector $\mathbf{q} \perp \mathbf{e}$,…

概率论 · 数学 2025-07-18 Leonhard Nagel

We develop a new quantitative approach to a multidimensional version of the well-known {\it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate $U$-statistics whose fourth cumulants…

概率论 · 数学 2016-12-22 Christian Döbler , Giovanni Peccati

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…

概率论 · 数学 2013-10-22 Jérôme Dedecker , Florence Merlevède , Emmanuel Rio

Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…

概率论 · 数学 2017-11-06 Kai Krokowski , Anselm Reichenbachs , Christoph Thaele

In this paper, we use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. Our first goal is to provide sufficient conditions for posterior consistency. In addition to the well-known Schwartz's…

统计理论 · 数学 2021-07-01 Minwoo Chae , Pierpaolo De Blasi , Stephen G. Walker

In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management. We introduce a common approach to substantially sharpen such…

最优化与控制 · 数学 2020-03-09 Jiayi Guo , Simai He , Zi Ling , Yicheng Liu

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…

This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-in-$P$ version of the weaker Cram\'{e}r condition in Angst…

统计理论 · 数学 2019-08-14 Kyungchul Song

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

动力系统 · 数学 2021-07-19 Yeor Hafouta

We prove a Berry-Esseen type inequality for approximating expectations of sufficiently smooth functions $f$, like $f=|\cdot|^3$, with respect to standardized convolutions of laws $P_1,\ldots, P_n$ on the real line by corresponding…

概率论 · 数学 2018-01-10 Lutz Mattner , Irina Shevtsova