activity
20062024
most citedModerate deviations via cumulants

44 citations · 216 across the 27 of their papers we have counts for

collaborators

32 papers

math.PR2024★ 1 cited

Non-uniform Berry--Esseen bounds for Gaussian, Poisson and Rademacher processes

Marius Butzek, Peter Eichelsbacher

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 Stei…

math.PR2023★ 2 cited

A surrogate by exchangeability approach to the Curie-Weiss model

Yacine Barhoumi-Andréani, Marius Butzek, Peter Eichelsbacher

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 m…

math.PR2023

Moderate Deviations for Functionals over infinitely many Rademacher random variables

Marius Butzek, Peter Eichelsbacher, Benedikt Rednoß

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 Kolmogoro…

math.PR2021★ 6 cited

A simplified second-order Gaussian Poincaré inequality in discrete setting with applications

Peter Eichelsbacher, Benedikt Rednoß, Christoph Thäle +1

In this paper, a simplified second-order Gaussian Poincaré inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is bas…

math.PR2021

Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method

Peter Eichelsbacher, Benedikt Rednoß

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 cent…

math.PR2021

Optimal Variance--Gamma approximation on the second Wiener chaos

Ehsan Azmoodeh, Peter Eichelsbacher, Christoph Thäle

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 in the s…