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相关论文: Optimal local central limit theorems on Wiener cha…

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We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…

概率论 · 数学 2024-06-21 Leonie Neufeld

Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…

概率论 · 数学 2007-05-23 Loïc Hervé

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

概率论 · 数学 2007-06-13 Oliver Johnson , Richard Samworth

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

概率论 · 数学 2024-06-26 Wai-Kit Lam , Arnab Sen

Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…

概率论 · 数学 2017-12-13 Richard Eden , Juan Víquez

In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-It\^o integral…

概率论 · 数学 2019-01-21 Ehsan Azmoodeh , Ivan Nourdin

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

概率论 · 数学 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…

概率论 · 数学 2026-04-10 Steven Hoehner , Christoph Thäle

In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and a standard normal random variable. We apply our result to…

概率论 · 数学 2025-06-17 Khalifa Es-Sebaiy

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

概率论 · 数学 2022-07-14 Yun Li , Longjie Xie

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

We establish the optimal order of Malliavin-type remainders in the asymptotic density approximation formula for Beurling generalized integers. Given $\alpha\in (0,1]$ and $c>0$ (with $c\leq 1$ if $\alpha=1$), a generalized number system is…

数论 · 数学 2024-03-29 Frederik Broucke , Gregory Debruyne , Jasson Vindas

In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element $F=I_2(f)$ in the second Wiener chaos with $\E[F^2]= \E[Y^2]$ we establish a…

概率论 · 数学 2021-07-01 Ehsan Azmoodeh , Peter Eichelsbacher , Christoph Thäle

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 study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…

概率论 · 数学 2019-05-16 Vlad Bally , Lucia Caramellino , Guillaume Poly

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

概率论 · 数学 2022-02-21 Chuchu Chen , Tonghe Dang , Jialin Hong , Tau Zhou

In this paper we prove a quantitative central limit theorem for the area of uniform random disc-polygons in smooth convex discs whose boundary is $C^2_+$. We use Stein's method and the asymptotic lower bound for the variance of the area…

度量几何 · 数学 2026-04-09 Ferenc Fodor , Dániel I. Papvári

We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.

算子代数 · 数学 2011-04-11 John D. Williams

Optimal transport has emerged as a fundamental methodology with applications spanning multiple research areas in recent years. However, the convergence rate of the empirical estimator to its population counterpart suffers from the curse of…

统计理论 · 数学 2025-10-06 Jiaping Yang , Yunxin Zhang

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

概率论 · 数学 2016-10-07 Behzad Mehrdad , Lingjiong Zhu