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In this paper, we establish Berry--Esseen bounds for both self-normalized and non-self-normalized sums of locally dependent random variables. The proofs are based on Stein's method together with a concentration inequality approach. We…

概率论 · 数学 2026-02-03 Zhi-Jun Cai , Qi-Man Shao , Zhuo-Song Zhang

We present a straightforward formulation of Stein's method for the semicircular distribution, specifically designed for the analysis of non-commutative random variables. Our approach employs a non-commutative version of Stein's heuristic,…

概率论 · 数学 2024-12-03 Mario Díaz , Arturo Jaramillo

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

动力系统 · 数学 2026-03-17 Juho Leppänen

We analyze the quality of the gaussian approximation to linear combinations of n independent, identically-distributed random variables with finite fourth moments. It turns out that there exist universal, simple linear combinations that…

概率论 · 数学 2012-10-23 Bo'az Klartag , Sasha Sodin

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

概率论 · 数学 2024-07-10 Timothée Bénard , Emmanuel Breuillard

This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…

概率论 · 数学 2017-11-15 Claire Delplancke , Laurent Miclo

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

概率论 · 数学 2019-07-24 Martin Raič

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…

We prove abstract bounds on the Wasserstein and Kolmogorov distances between non-randomly centered random sums of real i.i.d. random variables with a finite third moment and the standard normal distribution. Except for the case of mean zero…

概率论 · 数学 2015-11-20 Christian Döbler

In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order…

统计理论 · 数学 2020-06-18 L. Douge

In this paper, we prove a Berry--Esseen bound with optimal order for self-normalized sums of local dependent random variables under some mild dependence conditions. The proof is based on Stein's method and a randomized concentration…

概率论 · 数学 2021-04-09 Zhuo-Song Zhang

This paper establishes a non-uniform Berry--Esseen bound for non-normal approximation using Stein's method. The main theorem generalizes the result of the authors in [Comptes Rendus Mathematique, 2024] to the context of non-normal…

概率论 · 数学 2025-06-23 Lê Vǎn Thành , Nguyen Ngoc Tu

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

概率论 · 数学 2022-11-29 Morgane Austern

Using a modification of Stein's method, we generalize the results of Bentkus, G{\"o}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of statistics of sequences of $\phi$-mixing, non-stationary…

概率论 · 数学 2026-04-07 Brendan Williams , Yeor Hafouta

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

概率论 · 数学 2016-10-05 Alberto Lanconelli , Aurel Iulian Stan

A judicious application of the Berry-Esseen theorem via suitable Augustin information measures is demonstrated to be sufficient for deriving the sphere packing bound with a prefactor that is…

信息论 · 计算机科学 2020-05-12 Baris Nakiboglu

We establish new lower bounds for the normal approximation in the Wasserstein distance of random variables that are functionals of a Poisson measure. Our results generalize previous findings by Nourdin and Peccati (2012, 2015) and Bierm\'e,…

概率论 · 数学 2015-05-13 Ehsan Azmoodeh , Giovanni Peccati

Using the subordination approach, we provide a new Berry-Esseen-type estimate in the free central limit theorem in terms of the fourth Lyapunov fraction. In the special case of identical distributions, our result implies a rate of order…

概率论 · 数学 2025-04-01 Leonie Neufeld

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

概率论 · 数学 2022-05-27 Xiao Fang , Yuta Koike

This paper studies the asymptotic distribution of descents $\des(w)$ in a permutation $w$, and its inverse, distributed according to the Mallows measure. The Mallows measure is a non-uniform probability measure on permutations introduced to…

概率论 · 数学 2022-05-31 Jimmy He