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检索条件"主题词=Normal approximation"
392 条 记 录,以下是1-10 订阅
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normal approximation for call function by refined Lindeberg principle
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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 2025年 第8期54卷 2342-2359页
作者: Chen, Peng Liu, Jun Lu, Yaqian Zhang, Ting Nanjing Univ Aeronaut & Astronaut Sch Math Nanjing Peoples R China China Univ Min & Technol Sch Math Xuzhou Peoples R China Nanjing Univ Informat Sci & Technol Sch Math & Stat Nanjing 210044 Peoples R China
The call function plays a crucial role in pricing the collateralized dept obligation (CDO) and we will generalize the refined Lindeberg principle developed in Chen, Shao, and Xu (2023) to study the normal approximatio... 详细信息
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normal approximation of subgraph counts in the random-connection model
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BERNOULLI 2024年 第4期30卷 3224-3250页
作者: Liu, Qingwei Privault, Nicolas Nanyang Technol Univ Sch Phys & Math Sci Div Math Sci 21 Nanyang Link Singapore 637371 Singapore
This paper derives normal approximation results for subgraph counts written as multiparameter stochastic integrals in a random-connection model based on a Poisson point process. By combinatorial arguments we express t... 详细信息
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normal approximation for statistics of randomly weighted complexes
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ELECTRONIC JOURNAL OF PROBABILITY 2024年 第none期29卷 1-30页
作者: Kanazawa, Shu Trinh, Khanh Duy Yogeshwaran, D. Kyoto Univ Kyoto Univ Inst Adv Study Kyoto Japan Waseda Univ Global Ctr Sci & Engn Tokyo Japan Indian Stat Inst Theoret Stat & Math Unit Kolkata India
We prove normal approximation bounds for statistics of randomly weighted (simplicial) complexes. In particular, we consider the complete d-dimensional complex on n vertices with d-simplices equipped with i.i.d. weight... 详细信息
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normal approximation of Kabanov-Skorohod Integrals on Poisson Spaces
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JOURNAL OF THEORETICAL PROBABILITY 2024年 第2期37卷 1124-1167页
作者: Last, G. Molchanov, I. Schulte, M. Karlsruhe Inst Technol Inst Stochast Karlsruhe Germany Univ Bern Inst Math Stat & Actuarial Sci Bern Switzerland Hamburg Univ Technol Inst Math Hamburg Germany
We consider the normal approximation of Kabanov-Skorohod integrals on a general Poisson space. Our bounds are for the Wasserstein and the Kolmogorov distance and involve only difference operators of the integrand of t... 详细信息
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normal approximation of Compound Hawkes Functionals
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JOURNAL OF THEORETICAL PROBABILITY 2023年 第1期37卷 549-581页
作者: Khabou, Mahmoud Privault, Nicolas Reveillac, Anthony Univ Toulouse INSA Toulouse IMT UMR CNRS 5219 135 Ave Rangueil F-31077 Toulouse 4 France Nanyang Technol Univ Sch Phys & Math Sci 21 Nanyang Link Singapore 637371 Singapore
We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and nonn... 详细信息
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normal approximation FOR FUNCTIONS OF HIDDEN MARKOV MODELS
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ADVANCES IN APPLIED PROBABILITY 2022年 第2期54卷 536-569页
作者: Houdre, Christian Kerchev, George Georgia Inst Technol Sch Math Atlanta GA 30332 USA Univ Luxembourg Unite Rech Math Maison 6 Ave Fonte L-4364 Esch Sur Alzette Luxembourg
The generalized perturbative approach is an all-purpose variant of Stein???s method used to obtain rates of normal approximation. Originally developed for functions of independent random variables, this method is here... 详细信息
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normal approximation for generalized U-statistics and weighted random graphs
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STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 2022年 第3期94卷 432-458页
作者: Privault, Nicolas Serafin, Grzegorz Nanyang Technol Univ Sch Phys & Math Sci Singapore Singapore Wroclaw Univ Sci & Technol Fac Pure & Appl Math Wroclaw Poland
We derive normal approximation bounds in the Wasserstein distance for sums of generalized U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Tho... 详细信息
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A flexible approach for normal approximation of geometric and topological statistics
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BERNOULLI 2024年 第4期30卷 3029-3058页
作者: Shi, Zhaoyang Balasubramanian, Krishnakumar Polonik, Wolfgang Univ Calif Davis Dept Stat Davis CA 95616 USA
We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a f... 详细信息
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OPTIMAL BOUNDS IN normal approximation FOR MANY INTERACTING WORLDS
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ANNALS OF APPLIED PROBABILITY 2023年 第2期33卷 625-642页
作者: Chen, Louis H. Y. Thanh, Le Van Natl Univ Singapore Dept Math Singapore Singapore Vinh Univ Dept Math Vinh Vietnam
In this paper, we use Stein's method to obtain optimal bounds, both in Kolmogorov and in Wasserstein distance, in the normal approximation for the empirical distribution of the ground state of a many-interacting-w... 详细信息
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On normal approximation for φ-mixing and m-dependent random variables
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LITHUANIAN MATHEMATICAL JOURNAL 2023年 第4期63卷 524-546页
作者: Sunklodas, Jonas Kazys Vilnius Univ Fac Math & Informat Akad 4 LT-08412 Vilnius Lithuania
In this paper, we estimate the difference |Eh(Z(n)) - Eh(Y)| between the expectations of real finite Lipschitz function h of the sum Z(n) = (X-1 + & ctdot;+ X-n)/B-n, where B-n(2) = E(X-1 + & ctdot;+ X-n)(2) &... 详细信息
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