∞ i=1 aiεn−i, where the εi are i.i.d. with mean 0 and at least finite second moment, and the ai are assumed to satisfy |ai| = O(i) with β > 1/2. When 1/2 < β < 1, Xn is usually called a long-range dependent or long-memory process. For a certain class of Borel functions K(x1, . . . , xd+1), d≥ 0, from R to R, which includes indicator functions and polynomials, the stationary sequence K(Xn,Xn+1, ...

Berry Esseen type bounds to the normal, based on zeroand size-bias couplings, are derived using Stein’s method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random permutation has either the uniform distribution or one which is constant over permutations with the same cycle type and having no fixed points. The size biasing bounds ...

The inductive size bias coupling technique and Stein’s method yield a Berry-Esseen theorem for the number of urns having occupancy d ≥ 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∈R |P (Wn,m ≤ z)− P (Z ≤ z)| ≤ C σn,m 1 + ( n m )3 for all n ≥ d and m ≥ 2, where Wn,m and σ 2 n,m are the standardized count and va...

Let $$\mu $$ be a probability measure on $$\textrm{GL}_d(\mathbb {R})$$ and denote by $$S_n:= g_n \cdots g_1$$ the associated random matrix product, where $$g_j$$ ’s are i.i.d.’s with law . We study statistical properties of variables form $$\begin{aligned} \sigma (S_n,x) + u(S_n x), \end{aligned}$$ $$x \in \mathbb {P}^{d-1}$$ , $$\sigma is norm cocycle u belongs to class admissible functions $...