The paper is devoted to the numerical solutions of fractional PDEs based on its probabilistic interpretation, that is, we construct approximate via certain Monte Carlo simulations. main results represent upper bound errors between exact solution and approximation, estimate fluctuation appropriate central limit theorem (CLT) construction confidence intervals. Moreover, provide rates convergence ...

A binary classification problem is considered, where the posteriori probability is estimated by the nonparametric kernel regression estimate with naive kernel. The excess error probability of the corresponding plug-in decision classification rule according to the error probability of the Bayes decision is studied such that the excess error probability is decomposed into approximation and estima...

In an attempt to investigate the adequacy of the normal approximation for the number of nuclei in certain growth/coverage models, we consider a Markov chain which has properties in common with related continuous-time Markov processes (as well as being of interest in its own right). We establish that the rate of convergence to normality for the number of \drops" during times 1; 2; : : : ; n is o...

The asymptotic behaviour of a closed BCMP network, with n queues and m n clients, is analyzed when n and m n become simultaneously large. Our method relies on Berry-Esseen type approximations coming in the Central Limit Theorem. We construct critical sequences m 0 n , which are necessary and suucient to distinguish between saturated and non-saturated regimes for the network. Several application...

Edgeworth expansions for random walks on covering graphs with groups of polynomial volume growths are obtained under a few natural assumptions. The coefficients appearing in this expansion depends not only geometric features the underlying but also modified harmonic embedding graph into certain nilpotent Lie group. Moreover, we apply rate convergence Trotter's approximation theorem to establish...

For sum of independent and identically distributed (i.i.d.) random variables {Xi}i=1, the Berry-Esseen theorem states that sup y∈< ∣∣∣∣Pr { 1 sn (X1 + X2 + · · ·+ Xn) ≤ y } − Φ(y) ∣∣∣∣ ≤ C ρ σ3 √ n , where σ and ρ are respectively the variance and the absolute third moment of the parent distribution, Φ(·) is the unit normal cumulative distribution function, and C is an absolute constant. In thi...

Abstract We establish central limit theorems for natural volumes of random inscribed polytopes in projective Riemannian or Finsler geometries. In addition, normal approximation dual and the mean width polyhedral sets are obtained. deduce these results by proving a general theorem weighted volume convex hull points chosen from boundary smooth body according to positive continuous density Euclide...

In various statistical model, such as density estimation and estimation of regression curves or hazard rates, monotonicity constraints can arise naturally. A frequently encountered problem in nonparametric statistics is to estimate a monotone density function f on a compact interval. A known estimator for density function of f under the restriction that f is decreasing, is Grenander estimator, ...

Let (Xt, Yt)t∈T be a discrete or continuous-time Markov process with state space X × R where X is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component, i.e. (Xt, Yt)t∈T is assumed to be a Markov additive process. In particular, this implies that the first component (Xt)t∈T is also a Markov process. Markov random walks or additive f...