Zobrazeno 1 - 10
of 127
pro vyhledávání: '"Eichelsbacher, Peter"'
Autor:
Butzek, Marius, Eichelsbacher, Peter
In this paper we obtain non-uniform Berry-Esseen bounds for normal approximations by the Malliavin-Stein method. The techniques rely on a detailed analysis of the solutions of Stein's equations and will be applied to functionals of a Gaussian process
Externí odkaz:
http://arxiv.org/abs/2409.09439
Autor:
Eichelsbacher, Peter
In this paper, we study a mean-field spin model with three- and two-body interactions. In a recent paper by Contucci, Mingione and Osabutey, the equilibrium measure for large volumes was shown to have three pure states, two with opposite magnetizatio
Externí odkaz:
http://arxiv.org/abs/2404.07587
Publikováno v:
Electronic Journal of Probability 2024, Vol. 29, paper no. 130, 1-51
We introduce a new general concept of surrogate random variable, the ``surrogate by exchangeability'' that allows to study the class of random variables that can be decomposed by means of an independent randomisation. As an example, we treat the case
Externí odkaz:
http://arxiv.org/abs/2305.06872
In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a Gaussian rand
Externí odkaz:
http://arxiv.org/abs/2301.10288
Publikováno v:
Ann. Inst. H. Poincare Probab. Statist. 2023, Vol. 59, No. 1, 271-302
In this paper, a simplified second-order Gaussian Poincar\'e inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is based on a new bound for the Kolmogorov distance between a general Rade
Externí odkaz:
http://arxiv.org/abs/2108.05216
Autor:
Eichelsbacher, Peter, Rednoß, Benedikt
In his work \cite{Ti80}, Tikhomirov combined elements of Stein's method with the theory of characteristic functions to derive Kolmogorov bounds for the convergence rate in the central limit theorem for a normalized sum of a stationary sequence of ran
Externí odkaz:
http://arxiv.org/abs/2107.03775
In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element $F=I_2(f)$ in the second Wiener chaos with $\E[F^2]= \E[Y^2]$ we establish a non-asymptot
Externí odkaz:
http://arxiv.org/abs/2106.16018
In \cite{n-p-noncentral}, Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourth cumulants. In this paper, we provide an optimal rate of convergence
Externí odkaz:
http://arxiv.org/abs/1902.02658
Autor:
Eichelsbacher, Peter, Knichel, Lukas
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central limit the
Externí odkaz:
http://arxiv.org/abs/1901.04865
Autor:
Dommers, Sander, Eichelsbacher, Peter
Publikováno v:
Stochastic Processes and their Applications, 130(2):605-629, (2020)
We study the inhomogeneous Curie-Weiss model with external field, where the inhomogeneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of their weig
Externí odkaz:
http://arxiv.org/abs/1809.10173