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相关论文: An improvement of Tusn\'ady's inequality in the bu…

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Let ~$\veps_1, ..., \veps_m$ be i.i.d. random variables with $$P(\veps_i=1)= P(\veps_i= -1)=1/2,$$ and $X_m = \sum_{i=1}^m \veps_i.$ Let $Y_m $ be a normal random variable with the same first two moments as that of $X_m.$ There is a…

统计理论 · 数学 2011-11-24 Jenő Reiczigel , Lídia Rejtő , Gábor Tusnády

We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Koml\'os, Major, and Tusn\'ady (KMT) [1975,1976]. The constants…

概率论 · 数学 2025-10-01 Ian Waudby-Smith , Martin Larsson , Aaditya Ramdas

Tusnady's inequality is the key ingredient in the KMT/Hungarian coupling of the empirical distribution function with a Brownian bridge. We present an elementary proof of a result that sharpens the Tusnady inequality, modulo constants. Our…

统计理论 · 数学 2007-06-13 Andrew Carter , David Pollard

The well-known Koml\'os-Major-Tusn\'ady inequalities [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] provide sharp inequalities to partial sums of iid standard exponential random variables by a…

统计理论 · 数学 2017-12-11 Abdelhakim Necir

We provide a simple, general argument to obtain improvements of concentration-type inequalities starting from improvements of their corresponding isoperimetric-type inequalities. We apply this argument to obtain robust improvements of the…

最优化与控制 · 数学 2015-07-14 Eric A. Carlen , Francesco Maggi

In this paper, we prove a local limit theorem and a refined continuity correction for the negative binomial distribution. We present two applications of the results. First, we find the asymptotics of the median for a…

统计理论 · 数学 2023-08-21 Frédéric Ouimet

We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent…

统计理论 · 数学 2009-09-07 Benedikt M. Potscher , Hannes Leeb

We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to…

机器学习 · 计算机科学 2024-05-03 Richard Combes

We propose a simple modification, the Gaussian truncation, of the probability density function which was obtained by Beck (2001) to fit the experimental distribution of fluid particle acceleration component from fully developed fluid…

统计力学 · 物理学 2007-05-23 A. K. Aringazin , M. I. Mazhitov

In this short note, we prove an asymptotic expansion for the ratio of the Dirichlet density to the multivariate normal density with the same mean and covariance matrix. The expansion is then used to derive an upper bound on the total…

统计理论 · 数学 2022-05-25 Frédéric Ouimet

In this short note we have proved an enhanced version of a theorem of Lorentz [1] and its generalization to the multivariate case which gives a non- uniform estimate of degree of approximation by a polynomial with positive coefficients. The…

经典分析与常微分方程 · 数学 2016-11-30 Zhong Guan , Tao Wang

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…

数学物理 · 物理学 2009-11-11 T. M. Garoni , P. J. Forrester , N. E. Frankel

Using a recent improvement by Bettin and Chandee to a bound of Duke, Friedlander and Iwaniec~(1997) on double exponential sums with Kloosterman fractions, we establish a uniformity of distribution result for the fractional parts of Dedekind…

数论 · 数学 2015-05-19 William D. Banks , Igor E. Shparlinski

In this paper we propose a new method for sharpening and refinements of some trigonometric inequalities. We apply these ideas to some inequalities of Wilker-Cusa-Huygens's type.

经典分析与常微分方程 · 数学 2019-10-15 Branko Malesevic , Tatjana Lutovac , Marija Rasajski , Cristinel Mortici

Although the Hardy inequality corresponding to one quadratic singularity, with optimal constant, does not admit any extremal function, it is well known that such a potential can be improved, in the sense that a positive term can be added to…

偏微分方程分析 · 数学 2012-12-06 Jean Dolbeault , Bruno Volzone

One aspect of Poisson approximation is that the support of the random variable of interest is often finite while the support of the Poisson distribution is not. In this paper we will remedy this by examining truncated negative binomial (of…

概率论 · 数学 2017-05-02 H. L. Gan

This paper proposes improvements over earlier work by Nazareth and Blei (2022) for estimating the depth of Bayesian neural networks. Here, we propose a discrete truncated normal distribution over the network depth to independently learn its…

机器学习 · 计算机科学 2024-10-16 Bart van Erp , Bert de Vries

We present an improved version of the second order Gaussian Poincar\'e inequality, firstly introduced in Chatterjee (2009) and Nourdin, Peccati and Reinert (2009). These novel estimates are used in order to bound distributional distances…

概率论 · 数学 2019-02-05 Anna Vidotto

We adapt the improved duality estimates for bounded coefficients derived by Canizo et al. to the framework of cross diffusion. Since the estimates can not be directly applied we need to derive a time discrete version of their results and…

偏微分方程分析 · 数学 2018-12-05 Thomas Lepoutre

We study the distribution of the length of longest increasing subsequences in random permutations of $n$ integers as $n$ grows large and establish an asymptotic expansion in powers of $n^{-1/3}$. Whilst the limit law was already shown by…

概率论 · 数学 2024-03-19 Folkmar Bornemann
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