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相关论文: A Sub-Gaussian Berry-Esseen Theorem for the Hyperg…

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We give a nonuniform Berry-Esseen bound for self-normalized martingales, which bridges the gap between the result of Haeusler (1988) and Fan and Shao (2018). The bound coincides with the nonuniform Berry-Esseen bound of Haeusler and Joos…

概率论 · 数学 2021-04-30 Songqi Wu , Lingjie Kong

In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…

概率论 · 数学 2025-12-02 Marie-Christine Düker , Pavlos Zoubouloglou

We prove Berry-Esseen type rates of convergence for central limit theorems (CLTs) of regenerative processes which generalize previous results of Bolthausen under weaker moment assumptions. We then show how this general result can be applied…

概率论 · 数学 2017-10-03 Xiaoqin Guo , Jonathon Peterson

We derive central limit theorems for the Wasserstein distance between the empirical distributions of Gaussian samples. The cases are distinguished whether the underlying laws are the same or different. Results are based on the (quadratic)…

统计理论 · 数学 2016-02-22 Thomas Rippl , Axel Munk , Anja Sturm

General Berry-Esseen bounds are developed for the exponential distribution using Stein's method. As an application, a sharp error term is obtained for Hora's result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential…

概率论 · 数学 2008-10-04 Sourav Chatterjee , Jason Fulman , Adrian Rollin

We extend a theorem of Maa, Pearl, and Bartoszynski, which links equality of interpoint distance distributions to equality of underlying multivariate distributions, beyond the restrictive class of homogeneous, translation-invariant distance…

统计理论 · 数学 2025-11-14 Annika Betken , Aljosa Marjanovic , Katharina Proksch

We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…

统计理论 · 数学 2019-03-26 Minwoo Chae , Lizhen Lin , David B. Dunson

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

数据分析、统计与概率 · 物理学 2026-03-26 Mario Castro , José A. Cuesta

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

概率论 · 数学 2022-03-01 Marwa Banna , Tobias Mai

For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and…

概率论 · 数学 2022-03-23 Ismael Bailleul , James Norris

The normal or Gaussian distribution plays a prominent role in almost all fields of science. However, it is well known that the Gauss (or Euler--Poisson) integral over a finite boundary, as it is necessary for instance for the error function…

数值分析 · 数学 2022-06-14 Dmitri Martila , Stefan Groote

An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.

概率论 · 数学 2012-05-24 Iosif Pinelis

Let $\{Z_n, n\geq 0\}$ be a supercritical branching process in an independent and identically distributed random environment. We prove Cram\'{e}r moderate deviations and Berry-Esseen bounds for $\ln (Z_{n+n_0}/Z_{n_0})$ % under the annealed…

概率论 · 数学 2020-02-04 Xiequan Fan , Haijuan Hu , Quansheng Liu

We theoretically assess the conjecture proposed by Kovtun, Son, and Starinets, stating that the ratio $\eta/s$ of the shear viscosity $\eta$ to the entropy density $s$ has the lower bound as $\eta/s\ge\hbar/(4\pi k_{\mathrm{B}})$. In the…

量子气体 · 物理学 2020-03-24 Daichi Kagamihara , Yoji Ohashi

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

概率论 · 数学 2024-06-26 Wai-Kit Lam , Arnab Sen

This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mode lie on the boundary. These coordinates are referred to as…

统计理论 · 数学 2026-02-27 Ruixiao Wang , Xiaohong Chen , Sinho Chewi

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

In this article we take a probabilistic look at H\"older's inequality, considering the ratio of terms in the classical H\"older inequality for random vectors in $\mathbb{R}^n$. We prove a central limit theorem for this ratio, which then…

概率论 · 数学 2023-01-23 Lorenz Frühwirth , Joscha Prochno

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

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

统计理论 · 数学 2020-09-23 Kolyan Ray , Aad van der Vaart