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In this paper, we derive a necessary and sufficient condition on the parameters of the Hypergeometric distribution for weak convergence to a Normal limit. We establish a Berry-Esseen theorem for the Hypergeometric distribution solely under…

概率论 · 数学 2007-06-13 Soumendra N. Lahiri , A. Chatterjee , T. Maiti

Let $(W,W')$ be an exchangeable pair. Assume that \[E(W-W'|W)=g(W)+r(W),\] where $g(W)$ is a dominated term and $r(W)$ is negligible. Let $G(t)=\int_0^tg(s)\,ds$ and define $p(t)=c_1e^{-c_0G(t)}$, where $c_0$ is a properly chosen constant…

概率论 · 数学 2011-04-13 Sourav Chatterjee , Qi-Man Shao

Let $X_1,\ldots,X_N$ be i.i.d.\ random variables distributed like $X$. Suppose that the first $k \geq 3$ moments $\{ \mathbb{E}[X^j] : j = 1,\ldots,k\}$ of $X$ agree with that of the standard Gaussian distribution, that…

概率论 · 数学 2023-07-18 Samuel G. G. Johnston

A Berry--Ess\'{e}en theorem for linear combinations of iterates of an inner function is obtained. Our proof, which is based an elementary transfer argument and classical results in martingale theory, also leads to a simple proof of Nicolau…

概率论 · 数学 2026-04-20 Yukun Chen , Xiangdi Fu , Zhaofeng Lin , Yanqi Qiu

In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…

概率论 · 数学 2007-05-23 Pierre Del Moral , Samy Tindel

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

概率论 · 数学 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

We prove the Central Limit Theorem for the Euler-Poincar\'e characteristic of Berry's random wave model in a growing domain. We also show Gaussian fluctuations for a class of Berry's mixture models that correspond to a perturbation of the…

概率论 · 数学 2024-06-05 Elena Di Bernardino , Radomyra Shevchenko , Anna Paola Todino

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…

概率论 · 数学 2023-02-06 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…

概率论 · 数学 2025-02-20 Hui Xiao , Ion Grama , Quansheng Liu

We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…

算子代数 · 数学 2012-02-14 Tobias Mai , Roland Speicher

The aim of this paper is to present a new proof of an explicit version of the Berry-Ess\'{e}en type inequality of Bolthausen (Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete, 66, 379--386, 1984). The literature already…

概率论 · 数学 2020-04-27 Bero Roos

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

概率论 · 数学 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

Suppose that the (normalised) partial sum of a stationary sequence converges to a standard normal random variable. Given sufficiently moments, when do we have a rate of convergence of $n^{-1/2}$ in the uniform metric, in other words, when…

概率论 · 数学 2022-03-31 Moritz Jirak

This paper is a short exposition of Stein's method of normal approximation from my personal perspective. It focuses mainly on the characterization of the normal distribution and the construction of Stein identities. Through examples, it…

概率论 · 数学 2021-04-20 Louis H. Y. Chen

We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to $U$-statistics satisfying the weak assumption of decomposability in the Hoeffding…

概率论 · 数学 2020-10-12 Nicolas Privault , Grzegorz Serafin

In this work the $\ell_q$-norms of points chosen uniformly at random in a centered regular simplex in high dimensions are studied. Berry-Esseen bounds in the regime $1\leq q < \infty$ are derived and complemented by a non-central limit…

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

信息论 · 计算机科学 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen…

统计理论 · 数学 2019-12-24 Dali Liu , Zheng Li , Hanchao Wang , Zengjing Chen

In this work, we provide a $(n/m)^{-1/2}$-rate finite sample Berry-Esseen bound for $m$-dependent high-dimensional random vectors over the class of hyper-rectangles. This bound imposes minimal assumptions on the random vectors such as…

概率论 · 数学 2022-12-13 Heejong Bong , Arun Kumar Kuchibhotla , Alessandro Rinaldo

As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically…

概率论 · 数学 2021-01-19 Thierry Klein , A Lagnoux , P Petit