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相关论文: Multivariate normal approximations by Stein's meth…

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We provide non-asymptotic $L^1$ bounds to the normal for four well-known models in statistical physics and particle systems in $\mathbb{Z}^d$; the ferromagnetic nearest-neighbor Ising model, the supercritical bond percolation model, the…

概率论 · 数学 2018-03-30 Larry Goldstein , Nathakhun Wiroonsri

Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two…

概率论 · 数学 2020-05-12 Louis H. Y. Chen , Larry Goldstein , Adrian Röllin

We establish normal approximation in the Wasserstein metric for both non-degenerate and degenerate second-order U-statistics under cross-sectional dependence using Stein's method. For the non-degenerate case, our results extend recent…

计量经济学 · 经济学 2026-04-28 Weiguang Liu

We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…

概率论 · 数学 2024-10-14 Santiago Arenas-Velilla , Octavio Arizmendi , J. E. Paguyo

Generalized gamma distributions arise as limits in many settings involving random graphs, walks, trees, and branching processes. Pek\"oz, R\"ollin, and Ross (2016, arXiv:1309.4183 [math.PR]) exploited characterizing distributional fixed…

概率论 · 数学 2022-08-08 Tobias Johnson , Erol Peköz

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

概率论 · 数学 2016-11-04 V. Yu. Korolev , A. I. Zeifman

Small subgraph counts can be used as summary statistics for large random graphs. We use the Stein-Chen method to derive Poisson approximations for the distribution of the number of subgraphs in the stochastic block model which are…

概率论 · 数学 2017-03-21 Matthew Coulson , Robert E. Gaunt , Gesine Reinert

We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution {which is based on a linear difference or differential-type…

概率论 · 数学 2016-03-28 Christophe Ley , Gesine Reinert , Yvik Swan

In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

概率论 · 数学 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

概率论 · 数学 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

Using Stein's method, we prove an abstract result that yields multivariate central limit theorems with a rate of convergence for time-dependent dynamical systems. As examples we study a model of expanding circle maps and a quasistatic…

概率论 · 数学 2019-10-17 Olli Hella

In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation…

概率论 · 数学 2020-07-07 Pratima Eknath Kadu

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

概率论 · 数学 2026-04-10 Fraser Daly

By a delicate analysis for the Stein's equation associated to the $\alpha$-stable law approximation with $\alpha \in (0,2)$, we prove a quantitative stable central limit theorem in Wasserstein type distance, which generalizes the results in…

概率论 · 数学 2023-01-26 Peng Chen , Ivan Nourdin , Lihu Xu , Xiaochuan Yang

We study normal approximation of subgraph counts in a model of spatial scale-free random networks known as the age-dependent random connection model. In the light-tailed regime where only moments of order $(2 + \varepsilon)$ are finite, we…

概率论 · 数学 2025-05-15 Christian Hirsch , Raphaël Lachièze-Rey , Takashi Owada

We introduce a new version of Stein's method that reduces a large class of normal approximation problems to variance bounding exercises, thus making a connection between central limit theorems and concentration of measure. Unlike Skorokhod…

概率论 · 数学 2009-09-29 Sourav Chatterjee

Let $S_{n}$ be a sum of independent identically distribution random variables with finite first moment and $h_{M}$ be a call function defined by $g_{M}(x)=\max\{x-M,0\}$ for $x\in\mathbb{R}$, $M>0$. In this paper, we assume the random…

概率论 · 数学 2024-11-26 Peng Chen , Tianyi Qi , Ting Zhang

We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…

概率论 · 数学 2018-06-25 Thomas Bonis

We derive explicit central moment inequalities for random variables that admit a Stein coupling, such as exchangeable pairs, size--bias couplings or local dependence, among others. The bounds are in terms of moments (not necessarily…

概率论 · 数学 2020-07-07 A. D. Barbour , Nathan Ross , Yuting Wen

The random intersection graph model $\mathcal G(n,m,p)$ is considered. Due to substantial edge dependencies, studying even fundamental statistics such as the subgraph count is significantly more challenging than in the classical binomial…

组合数学 · 数学 2025-04-01 Katarzyna Rybarczyk , Grzegorz Serafin