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We consider the preferential attachment model. This is a growing random graph such that at each step a new vertex is added and forms $m$ connections. The neighbors of the new vertex are chosen at random with probability proportional to…

概率论 · 数学 2024-04-11 Simone Baldassarri , Gianmarco Bet

Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Based on these results, we establish a new kind of almost sure…

概率论 · 数学 2018-10-19 Weihuan Huang , Panyu Wu

We consider the convergence rate of the alternating projection method for the nontransversal intersection of a semialgebraic set and a linear subspace. For such an intersection, the convergence rate is known as sublinear in the worst case.…

最优化与控制 · 数学 2023-04-27 Hiroyuki Ochiai , Yoshiyuki Sekiguchi , Hayato Waki

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

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

概率论 · 数学 2022-05-03 Vassili Kolokoltsov

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

统计力学 · 物理学 2016-06-14 Adrian A. Budini

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

信息论 · 计算机科学 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

概率论 · 数学 2022-03-10 Svante Janson

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

概率论 · 数学 2013-10-22 Lingyun Li , Alexander Soshnikov

Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…

概率论 · 数学 2014-01-28 Dan Crisan , Kai Li

This paper is concerned with Spearman's correlation matrices under large dimensional regime, in which the data dimension diverges to infinity proportionally with the sample size. We establish the central limit theorem for the linear…

统计理论 · 数学 2024-11-26 Hantao Chen , Cheng Wang

It is well known that central order statistics exhibit a central limit behavior and converge to a Gaussian distribution as the sample size grows. This paper strengthens this known result by establishing an entropic version of the CLT that…

信息论 · 计算机科学 2022-05-11 Martina Cardone , Alex Dytso , Cynthia Rush

In this article, we will consider Wishart Matrices with correlated entries, but with a strictly log-concave law. It has been shown by A.Pajor and L.Pastur that the empirical measures of such matrices converges. We will show, under some…

概率论 · 数学 2014-03-07 Kevin Richard , Alice Guionnet

The distribution of descents in fixed conjugacy classes of $S_n$ has been studied, and it is shown that its moments have interesting properties. Kim and Lee showed, by using Curtiss' theorem and moment generating functions, how to prove a…

组合数学 · 数学 2018-11-13 Gene B. Kim , Sangchul Lee

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

概率论 · 数学 2015-07-06 V. Yu. Korolev , A. V. Dorofeeva

Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.

概率论 · 数学 2009-06-22 Maria Simonetta Bernabei , Horst Thaler

Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…

概率论 · 数学 2009-03-06 Yu. Baryshnikov , Mathew D. Penrose , J. E. Yukich

We prove for the rescaled convolution map $f\to f\circledast f$ propagation of polynomial, exponential and gaussian localization. The gaussian localization is then used to prove an optimal bound on the rate of entropy production by this…

概率论 · 数学 2011-06-14 E. Carlen , A. Soffer

An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

概率论 · 数学 2013-07-25 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…

统计理论 · 数学 2017-12-21 Ben Berckmoes , Geert Molenberghs