Título: A Berry-Esseen bound for the uniform multinomial occupancy model
Autores: Bartroff, Jay; University of Southern California
Goldstein, Larry; University of Southern California
Fecha: 2013-01-04
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article
Tema: Stein’s method; size bias; coupling; urn models
60F05; 60C05
Descripción: The inductive size bias coupling technique and Stein's method yield a Berry-Esseen theorem for the number of urns having occupancy $d \geq 2$ when $n$ balls are uniformly distributed over $m$ urns. In particular, there exists a constant $C$ depending only on $d$ such that$$\sup_{z \in \mathbb{R}}\left|P\left( W_{n,m} \le z \right) -P(Z \le z)\right| \le C \frac{\sigma_{n,m}}{1+(\frac{n}{m})^3} \quad\mbox{for all $n \ge d$ and $m \ge 2$,}$$where $W_{n,m}$ and $\sigma_{n,m}^2$ are the standardized count and variance, respectively, of the number of urns with $d$ balls, and $Z$ is a standard normal random variable. Asymptotically, the bound is optimal up to constants if $n$ and $m$ tend to infinity together in a way such that $n/m$ stays bounded.
Idioma: Inglés

Artículos similares:

Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah
Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg
Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University
Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati
Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde
Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie
Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto
10 
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud