Fourier-Based Distances and Berry-Esseen Like Inequalities for Smooth Densities

 This paper is devoted to the rate of convergence problem in the central limit theorem for sums of independent identically distributed random variables with regular probability density function. The method we use depends strictly on Fourier based metrics, and yields Berry-Esseen like bounds for the convergence towards both a normal and a stable law in various Sobolev norms.     

随机环境中带移民的上临界分枝过程的Berry-Esseen界

考虑独立同分布的随机环境中带移民的上临界分枝过程(Zn).应用(Zn)与随机环境中不带移民分枝过程的联系,以及与相应随机游动的联系,在一些适当的矩条件下,本文证明关于log Zn的中心极限定理的Berry-Esseen界.     

The Berry–Esseen Bound in the Theory of Random Permutations

The convergence rate in the central limit theorem for linear combinations of the cycle lengths of a random permutation is examined. It is shown that, in contrast to the Berry-Esseen theorem, the optimal estimate in terms of the sum of the third absolute moments has the exponent 2/3.     

Fourier-Based Distances and Berry-Esseen Like Inequalities for Smooth Densities

 This paper is devoted to the rate of convergence problem in the central limit theorem for sums of independent identically distributed random variables with regular probability density function. The method we use depends strictly on Fourier based metrics, and yields Berry-Esseen like bounds for the convergence towards both a normal and a stable law in various Sobolev norms. Received 31 May 2001; in revised form 13 November 2001     

On a Berry-Esseen theorem for compound Poisson processes

The well-known Berry-Esseen theorem concerning the rate of convergence to a stable law for a sum of independent identically distributed (i.i.d.) random variables is adapted to the case of a compound Poisson process, considered in the collective risk theory. As a consequence the rate of convergence of the Edgeworth expansion to the compound Poisson distribution is examined for all positive values of the time variable, in both cases where the moments of the claim distribution converge or diverge. As a by product the results obtained by T. Höglund [1] concerning the sum of a fixed number (n) of i.i.d. random variables are presented in an alternative manner. His theorems concerning the limiting behaviour for n → ∞ can be transformed slightly in order to make them hold for all n. It is explained how the result on the estimation of the rate of convergence in a limit theorem with a stable law fits with the results obtained by K.I. Satyabaldina [2].     

An arctic circle theorem for Groves

In earlier work, Jockusch, Propp, and Shor proved a theorem describing the limiting shape of the boundary between the uniformly tiled corners of a random tiling of an Aztec diamond and the more unpredictable ‘temperate zone’ in the interior of the region. The so-called arctic circle theorem made precise a phenomenon observed in random tilings of large Aztec diamonds.Here we examine a related combinatorial model called groves. Created by Carroll and Speyer as combinatorial interpretations for Laurent polynomials given by the cube recurrence, groves have observable frozen regions which we describe precisely via asymptotic analysis of a generating function. Our approach also provides another way to prove the arctic circle theorem for Aztec diamonds.     

Limit theorems for recurrent semi-Markov processes and Markov renewal processes

For Harris recurrent Markov renewal processes and semi-Markov processes one obtains a central limit theorem. One also obtains Berry-Esseen type estimates for this theorem. Their proof is based on the Kolmogorov-Doeblin regenerative method.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 142, pp. 86–97, 1985.     

Sur le théorème de Berry-Esseen pour les suites faiblement dépendantes

Résumé Nous étendons la méthode de démonstration du théorème de Berry-Esseen proposée par Bergström aux suites de variables aléatoires faiblement dépendantes. En particulier, nous montrons que, pour les suites stationnaires de variables aléatoires réelles bornées, la vitesse de convergence dans le théorème limite central en distance de Lévy est de l'ordre den ^–1/2 dès que la suite ( _p)p>0 des coefficients de mélange uniforme satisfait la condition _p>0 p _p <

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About the Berry-Esseen Theorem for weakly dependent sequences

We extend the method of Bergström for the rates of convergence in the central limit theorem to weakly dependent sequences. In particular, we prove that, for stationary and uniformly mixing sequences of real-valued and bounded random variables, the rate of convergence in the central limit theorem is of the order ofn ^–1/2 as soon as the sequence ( _p)p>0 of uniform mixing coefficients satisfies _p>0 p _p <.

     

最近邻回归估计的正态逼近速度

本文利用Berry－Esseen定理，在一定的条件下，得到了最近邻回归估计逼近于正态分布的速度．     

Some limit theorems for the eigenvalues of a sample covariance matrix

Limit theorems are given for the eigenvalues of a sample covariance matrix when the dimension of the matrix as well as the sample size tend to infinity. The limit of the cumulative distribution function of the eigenvalues is determined by use of a method of moments. The proof is mainly combinatorial. By a variant of the method of moments it is shown that the sum of the eigenvalues, raised to k-th power, k = 1, 2,…, m is asymptotically normal. A limit theorem for the log sum of the eigenvalues is completed with estimates of expected value and variance and with bounds of Berry-Esseen type.     

On the Berry-Esseen theorem

Summary The paper presents a simple derivation of a generalized Berry-Esseen theorem not requiring moments.Research connected partly with a Project for research in probability at Princeton University, supported by the Army Research Office.     

Extending partial isomorphisms on finite structures

We prove the following theorem:Let A be a finite structure in a fixed finite relational language,p ₁,...,p _m partial isomorphisms of A. Then there exists a finite structure B, and automorphismsf _i of B extending thep _i 's. This theorem can be used to prove the small index property for the random structure in this language. A special case of this theorem is, if A and B are hypergraphs. In addition we prove the theorem for the case of triangle free graphs.     

Central limit theorems under weak dependence

This article is motivated by a central limit theorem of Ibragimov for strictly stationary random sequences satisfying a mixing condition based on maximal correlations. Here we show that the mixing condition can be weakened slightly, and construct a class of stationary random sequences covered by the new version of the theorem but not Ibragimov's original version. Ibragimov's theorem is also extended to triangular arrays of random variables, and this is applied to some kernel-type estimates of probability density.     

Central limit theorems for a supercritical branching process in a random environment

For a supercritical branching process (Z_n) in a stationary and ergodic environment ξ, we study the rate of convergence of the normalized population W_n=Z_n/E[Z_n|ξ] to its limit W_∞: we show a central limit theorem for W_∞−W_n with suitable normalization and derive a Berry-Esseen bound for the rate of convergence in the central limit theorem when the environment is independent and identically distributed. Similar results are also shown for W_n+k−W_n for each fixed k∈N^∗.     

Random walks on quasisymmetric functions

Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained. Several important random walks are now realized this way: Stanley's QS-distribution results from endomorphisms given by evaluation maps, a-shuffles result from the ath convolution power of the universal character, and the Tchebyshev operator of the second kind introduced recently by Ehrenborg and Readdy yields traditional riffle shuffles. A conjecture of Ehrenborg regarding the spectra for a family of random walks on ab-words is proven. A theorem of Stembridge from the theory of enriched P-partitions is also recovered as a special case.     

A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples

In this paper, we discuss the estimation of a density function based on censored data by the kernel smoothing method when the survival and the censoring times form a stationary α-mixing sequence. A Berry-Esseen type bound is derived for the kernel density estimator at a fixed point x. For practical purposes, a randomly weighted estimator of the density function is also constructed and investigated.     

A central limit theorem for stationary random fields

Summary. We prove a central limit theorem for strictly stationary random fields under a projective assumption. Our criterion is similar to projective criteria for stationary sequences derived from Gordin's theorem about approximating martingales. However our approach is completely different, for we establish our result by adapting Lindeberg's method. The criterion that it provides is weaker than martingale-type conditions, and moreover we obtain as a straightforward consequence, central limit theorems for α-mixing or φ-mixing random fields. Received: 19 February 1997 / In revised form: 2 September 1997     

Convergence rates in the central limit theorem for stationary mixing sequences of random vectors

Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure.     

Metric marginal problems for set-valued or non-measurable variables

Summary In a separable metric space, if two Borel probability measures (laws) are nearby in a suitable metric, then there exist random variables with those laws which are nearby in probability. Specifically, by a well-known theorem of Strassen, the Prohorov distance between two laws is the infimum of Ky Fan distances of random variables with those laws. The present paper considers possible extensions of Strassen's theorem to two random elements one of which may be (compact) set-valued and/or non-measurable. There are positive results in finite-dimensional spaces, but with factors depending on the dimension. Examples show that such factors cannot entirely be avoided, so that the extension of Strassen's theorem to the present situation fails in infinite dimensions.This research was partially supported by a Guggenheim Fellowship, by National Science Foundation grant DMS 8505550 at MSRI-Berkeley, and other NSF grants