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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

New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques…

概率论 · 数学 2011-09-06 Iosif Pinelis

We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored…

统计理论 · 数学 2025-09-04 Dennis Leung , Qi-Man Shao , Liqian Zhang

In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…

概率论 · 数学 2019-11-05 Samuel G. G. Johnston , Joscha Prochno

This paper proves a Berry--Esseen theorem for sample quantiles of strongly-mixing random variables under a polynomial mixing rate. The rate of normal approximation is shown to be $O(n^{-1/2})$ as $n\to\infty$, where $n$ denotes the sample…

概率论 · 数学 2009-03-02 S. N. Lahiri , S. Sun

Uniform and nonuniform Berry--Esseen (BE) bounds of optimal orders on the closeness to normality for general abstract nonlinear statistics are given, which are then used to obtain optimal bounds on the rate of convergence in the delta…

统计理论 · 数学 2017-01-17 Iosif Pinelis , Raymond Molzon

We obtain explicit Berry-Esseen bounds in the Kolmogorov distance for the normal approximation of non-linear functionals of vectors of independent random variables. Our results are based on the use of Stein's method and of random difference…

概率论 · 数学 2015-05-19 Raphaël Lachièze-Rey , Giovanni Peccati

For uniformly expanding maps on the interval, analogous versions of the Berry-Ess\'een theorem are known but only with an unexplicit upper bound in $O(1/\sqrt{n})$ without any constants being specified. In this paper, we use the recent…

动力系统 · 数学 2009-10-29 Loïc Dubois

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

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 introduce a new family of distributions to approximate $\mathbb {P}(W\in A)$ for $A\subset\{...,-2,-1,0,1,2,...\}$ and $W$ a sum of independent integer-valued random variables $\xi_1$, $\xi_2$, $...,$ $\xi_n$ with finite second moments,…

概率论 · 数学 2007-05-23 Larry Goldstein , Aihua Xia

A new Berry-Esseen bound for non-linear functionals of non-symmetric and non-homogeneous infinite Rademacher sequences is established. It is based on a discrete version of the Malliavin-Stein method and an analysis of the discrete…

概率论 · 数学 2015-11-13 Kai Krokowski , Anselm Reichenbachs , Christoph Thaele

The inductive size bias coupling technique and Stein's method yield a Berry-Esseen theorem for the number of urns having occupancy $d \ge 2$ when $n$ balls are uniformly distributed over $m$ urns. In particular, there exists a constant $C$…

概率论 · 数学 2019-04-02 Jay Bartroff , Larry Goldstein

We establish a general Berry-Esseen type bound which gives optimal bounds in many situations under suitable moment assumptions. By combining the general bound with Palm theory, we deduce a new error bound for assessing the accuracy of…

概率论 · 数学 2020-09-01 Louis H. Y. Chen , Adrian Röllin , Aihua Xia

We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.

概率论 · 数学 2021-12-30 C Cuny , J Dedecker , F Merlevède , M Peligrad

A Chernoff-type distribution is a nonnormal distribution defined by the slope at zero of the greatest convex minorant of a two-sided Brownian motion with a polynomial drift. While a Chernoff-type distribution is known to appear as the…

统计理论 · 数学 2021-06-23 Qiyang Han , Kengo Kato

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

组合数学 · 数学 2023-06-22 Lisa Hofer

We discuss a notion of convergence for binary trees that is based on subtree sizes. In analogy to recent developments in the theory of graphs, posets and permutations we investigate some general aspects of the topology, such as a…

组合数学 · 数学 2024-02-14 Rudolf Grübel

This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…

概率论 · 数学 2025-02-18 Lê Vǎn Thành , Nguyen Ngoc Tu

We prove limit theorems for the number of fixed points occurring in a random pattern-avoiding permutation distributed according to a one-parameter family of biased distributions. The bias parameter exponentially tilts the distribution…

概率论 · 数学 2026-03-11 Aksheytha Chelikavada , Hugo Panzo