https://pinboard.in/u:cshalizi/public/ recent bookmarks from cshalizi 2025-12-26T14:24:23+00:00 https://link.springer.com/article/10.1007/s10955-025-03547-1 cshalizi to:NB central_limit_theorem stochastic_processes dynamical_systems ergodic_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4134e9e7c64c/ 2025-07-28T14:19:44+00:00 https://arxiv.org/abs/2407.14781 cshalizi to:NB stochastic_processes dynamical_systems central_limit_theorem nickl.richard gaussian_processes bayesian_consistency https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4df4e0251977/ 2023-06-08T15:30:22+00:00 https://arxiv.org/abs/2305.06353 cshalizi to:NB stochastic_block_models network_data_analysis central_limit_theorem to_teach:baby-nets https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5e2b399628cb/ 2023-04-22T13:55:53+00:00 https://arxiv.org/abs/2303.08992 cshalizi stochastic_processes quantum_mechanics ergodic_theory mixing central_limit_theorem re:almost_none in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0ab8f9922f41/ 2023-01-23T05:38:27+00:00 https://arxiv.org/abs/2301.06632 cshalizi optimization stochastic_approximation central_limit_theorem via:mraginsky in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:11866ca1a47b/ 2022-06-19T17:05:18+00:00 https://arxiv.org/abs/2111.12603 cshalizi central_limit_theorem stochastic_processes convergence_of_stochastic_processes markov_models re:almost_none in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:23ae04823e1b/ 2022-06-09T08:33:00+00:00 https://arxiv.org/abs/2206.02148 cshalizi to:NB central_limit_theorem hilbert_space probability https://pinboard.in/ https://pinboard.in/u:cshalizi/b:62442d917b4c/ 2022-06-09T08:20:19+00:00 https://arxiv.org/abs/2206.03769 cshalizi to:NB stochastic_processes random_fields central_limit_theorem ising_model renormalization https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0ddadeac6846/ 2021-12-05T17:06:59+00:00 https://arxiv.org/abs/2111.12267 cshalizi to:NB central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:438b6a9b9a14/ 2021-07-27T12:05:52+00:00 https://arxiv.org/abs/2107.08469 cshalizi to:NB probability stochastic_processes central_limit_theorem point_processes statistical_mechanics re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9bb1f648cb93/ 2021-06-07T01:58:08+00:00 https://arxiv.org/abs/2106.00871 cshalizi to:NB probability central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:35f9afccf43f/ 2021-04-29T03:27:23+00:00 https://arxiv.org/abs/2104.12929 cshalizi to:NB central_limit_theorem mixing stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1888293e2873/ 2021-04-26T14:48:00+00:00 https://arxiv.org/abs/2009.11861 cshalizi to:NB epidemic_models central_limit_theorem stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:87f23cd32476/ 2021-04-21T15:01:02+00:00 https://arxiv.org/abs/2104.08302 cshalizi to:NB central_limit_theorem probability https://pinboard.in/ https://pinboard.in/u:cshalizi/b:59c92292e857/ 2021-04-08T14:25:42+00:00 https://arxiv.org/abs/2007.10874 cshalizi to:NB mixing dependence_measures random_fields central_limit_theorem stochastic_processes to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f6d72975cae5/ 2021-03-26T18:58:41+00:00 https://arxiv.org/abs/2103.00553 cshalizi to:NB network_data_analysis causal_inference central_limit_theorem to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b642934adf5d/ 2021-03-03T04:28:29+00:00 https://arxiv.org/abs/1904.11060 cshalizi to:NB network_data_analysis statistics random_fields central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4680019e3ec7/ 2021-01-03T20:07:48+00:00 https://arxiv.org/abs/2012.14530 cshalizi to:NB probability hypothesis_testing to_teach:linear_models central_limit_theorem have_skimmed https://pinboard.in/ https://pinboard.in/u:cshalizi/b:e8e6341bc967/ 2021-01-03T20:05:42+00:00 https://arxiv.org/abs/2012.15678 cshalizi to:NB central_limit_theorem estimation statistics empirical_processes re:HEAS https://pinboard.in/ https://pinboard.in/u:cshalizi/b:580f8c5bf237/ 2020-12-18T10:33:42+00:00 https://arxiv.org/abs/2012.09513 cshalizi to:NB high-dimensional_probability central_limit_theorem bootstrap https://pinboard.in/ https://pinboard.in/u:cshalizi/b:98fe00635045/ 2020-12-10T03:58:39+00:00 https://arxiv.org/abs/2012.03486 cshalizi to:NB random_forests central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3caac5c75fab/ 2020-08-17T23:45:25+00:00 https://arxiv.org/abs/2008.05410 cshalizi to:NB replicator_dynamics stochastic_processes central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4ddbf5024a96/ 2019-10-16T14:26:02+00:00 https://arxiv.org/abs/1910.06712 cshalizi to:NB central_limit_theorem markov_models stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:be77a32387cb/ 2019-09-26T00:58:23+00:00 https://projecteuclid.org/euclid.bj/1569398764 cshalizi to:NB central_limit_theorem mixing non-stationarity stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4365022dd63e/ 2019-09-18T12:56:35+00:00 https://arxiv.org/abs/1909.06401 cshalizi to:NB point_processes stochastic_processes random_fields central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:fd12d1a0a806/ 2019-09-15T14:46:54+00:00 https://arxiv.org/abs/1809.08686 cshalizi to:NB stochastic_processes random_fields martingales central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:138affc41fd1/ 2019-09-15T14:29:24+00:00 https://arxiv.org/abs/1909.03238 cshalizi to:NB central_limit_theorem random_fields stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b61503a99002/ 2019-09-13T13:21:46+00:00 https://arxiv.org/abs/1804.09220 cshalizi to:NB central_limit_theorem markov_models stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d5921be46a67/ 2019-07-17T20:46:13+00:00 https://arxiv.org/abs/1907.01757 cshalizi to:NB deviation_inequalities central_limit_theorem large_deviations stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9ce248a68057/ 2019-05-29T21:18:38+00:00 https://arxiv.org/abs/1905.11913 cshalizi to:NB central_limit_theorem dependence_measures probability https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3292460efd7a/ 2019-05-25T03:01:30+00:00 https://projecteuclid.org/euclid.bj/1551862848 cshalizi to_read empirical_processes random_fields stochastic_processes central_limit_theorem in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f93b70f7625b/ 2019-05-24T23:55:52+00:00 https://global.oup.com/academic/product/functional-gaussian-approximation-for-dependent-structures-9780198826941?cc=us&lang=en# cshalizi to:NB central_limit_theorem stochastic_processes convergence_of_stochastic_processes mixing ergodic_theory re:almost_none books:noted https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a47e5db7c861/ 2016-10-18T20:58:30+00:00 http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12189/abstract cshalizi to:NB empirical_processes nonparametrics statistics time_series central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5f76a7a363f4/ 2016-10-06T15:13:19+00:00 http://link.springer.com/article/10.1007/BF01902875 cshalizi to:NB asymptotics central_limit_theorem u-statistics re:network_bootstraps https://pinboard.in/ https://pinboard.in/u:cshalizi/b:326b6a23229d/ 2016-04-15T21:44:51+00:00 https://projecteuclid.org/euclid.aop/1176992632 cshalizi to:NB to_read information_theory central_limit_theorem probability barron.andrew_w. re:almost_none via:tslumley https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8c0f85a0ad8f/ 2015-12-09T00:27:53+00:00 https://projecteuclid.org/euclid.aop/1176989128 cshalizi u-statistics empirical_processes deviation_inequalities vc-dimension central_limit_theorem re:smoothing_adjacency_matrices in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:fbf2713f12b2/ 2014-11-20T17:38:14+00:00 http://projecteuclid.org/euclid.aop/1176990448 cshalizi to:NB probability central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:53050fa9e714/ 2014-10-28T23:24:23+00:00 http://www.cambridge.org/us/academic/subjects/mathematics/abstract-analysis/probability-classical-limit-theorems?format=HB cshalizi probability books:noted ergodic_theory central_limit_theorem stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8899e7cf990e/ 2014-04-17T18:00:55+00:00 http://arxiv.org/abs/1404.1392 cshalizi to:NB probability stochastic_processes central_limit_theorem steins_method to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:7ba50392cd81/ 2014-04-14T19:42:20+00:00 http://arxiv.org/abs/1404.0645 cshalizi mixing concentration_of_measure dynamical_systems central_limit_theorem stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:6437bba409a5/ 2014-03-12T19:14:12+00:00 http://projecteuclid.org/euclid.aop/1393251303 cshalizi to:NB mixing ergodic_theory convergence_of_stochastic_processes central_limit_theorem stochastic_processes re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:e3a22f3fd2d2/ 2013-10-23T14:20:12+00:00 http://arxiv.org/abs/1310.4266 cshalizi to:NB central_limit_theorem stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:50feca6d190e/ 2013-09-27T13:16:38+00:00 http://jmlr.org/proceedings/papers/v31/sinn13a.html cshalizi have_read central_limit_theorem markov_models stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5a4b4ccbee22/ 2013-09-09T03:36:11+00:00 http://arxiv.org/abs/1212.6906 cshalizi to:NB empirical_processes stochastic_processes approximation central_limit_theorem bootstrap statistics probability https://pinboard.in/ https://pinboard.in/u:cshalizi/b:038f7e73d1e5/ 2013-08-19T03:48:23+00:00 http://link.springer.com/article/10.1007/s10959-011-0377-0 cshalizi to:NB probability central_limit_theorem information_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:70cf953e33b3/ 2013-05-01T16:31:13+00:00 http://arxiv.org/abs/1304.7960 cshalizi to:NB mixing central_limit_theorem re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4f6bd9420402/ 2013-04-17T13:05:03+00:00 http://arxiv.org/abs/1304.4580 cshalizi to:NB stochastic_processes central_limit_theorem markov_models ergodic_theory martingales re:almost_none monte_carlo https://pinboard.in/ https://pinboard.in/u:cshalizi/b:7401f9e40441/ 2013-04-10T21:29:11+00:00 http://arxiv.org/abs/1304.2621 cshalizi to:NB mixing central_limit_theorem ergodic_theory stochastic_processes dynamical_systems https://pinboard.in/ https://pinboard.in/u:cshalizi/b:ee98841bea95/ 2013-03-29T20:41:04+00:00 http://www.cambridge.org/us/knowledge/isbn/item6676473/?site_locale=en_US cshalizi to:NB books:noted probability central_limit_theorem stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2d46c538b092/ 2013-03-15T16:12:15+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aap/1363354109 cshalizi to:NB stochastic_processes markov_models central_limit_theorem convergence_of_stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d90b8f007568/ 2013-03-10T01:14:54+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aop/1362750942 cshalizi to:NB empirical_processes stochastic_processes central_limit_theorem kurtz.thomas_g. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9da8e56eddc3/ 2013-02-21T18:00:02+00:00 http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6362212 cshalizi to:NB markov_models ergodic_theory central_limit_theorem re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:091a6651155b/ 2013-02-18T17:38:18+00:00 http://arxiv.org/abs/1302.3740 cshalizi to:NB central_limit_theorem stochastic_processes long-range_dependence https://pinboard.in/ https://pinboard.in/u:cshalizi/b:dd322ba8f5a7/ 2013-02-12T01:43:44+00:00 http://link.springer.com/chapter/10.1007%2F978-3-642-33305-7_10 cshalizi to:NB central_limit_theorem stochastic_processes mixing random_fields https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d234ea141b38/ 2013-01-16T23:58:25+00:00 http://www.powells.com/biblio?isbn=978-3642150067 cshalizi books:noted probability central_limit_theorem steins_method re:almost_none via:jin.jiashun in_NB books:owned https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a0ec021f442c/ 2012-12-03T00:09:31+00:00 http://link.springer.com/article/10.1007/s00440-011-0371-6 cshalizi to:NB central_limit_theorem mixing markov_models stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:269b080dba60/ 2012-08-24T11:25:32+00:00 http://arxiv.org/abs/1208.3783 cshalizi stochastic_processes stochastic_differential_equations central_limit_theorem markov_models convergence_of_stochastic_processes kurtz.thomas_g. re:almost_none in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:adcca19056ba/ 2012-07-09T03:46:43+00:00 http://arxiv.org/abs/1206.6813 cshalizi to:NB high-dimensional_probability central_limit_theorem https://pinboard.in/ https://pinboard.in/u:cshalizi/b:350c9c34e2be/ 2012-05-10T13:32:14+00:00 http://www.longstoryshortpier.com/2012/05/09/clews cshalizi funny:geeky probability central_limit_theorem to_teach at_that_moment_the_student_was_enlightened https://pinboard.in/ https://pinboard.in/u:cshalizi/b:c71f24f71c46/ 2012-03-05T13:04:07+00:00 http://arxiv.org/abs/1202.4875 cshalizi stochastic_processes central_limit_theorem markovian_representations ergodic_theory re:almost_none re:AoS_project in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f8e41d6a0373/ 2012-02-24T05:15:01+00:00 http://www.numdam.org/item?id=AIHPB_1995__31_2_393_0 cshaliziempirical_processes stochastic_processes mixing central_limit_theorem to_read re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:227ed863c23e/ 2012-01-28T16:51:17+00:00 http://arxiv.org/abs/1201.4579 cshalizi 0$ for (c) and (d)). For the statements (b) and (d), a Markov nonlattice condition is also assumed as in the independent case. All the results are derived under the assumption that the Markov process $(X_t)_{tin T}$ has an invariant probability distribution $pi$, is stationary and has the $L^2(pi)$-spectral gap property (that is, $(X_t)tin N}$ is $rho$-mixing in the discrete-time case). The case where $(X_t)_{tin T}$ is non-stationary is briefly discussed. As an application, we derive a Berry-Esseen bound for the M-estimators associated with $rho$-mixing Markov chains."]]> markov_models stochastic_processes central_limit_theorem mixing ergodic_theory in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b63611506168/ 2012-01-18T17:55:30+00:00 http://arxiv.org/abs/1201.2256 cshalizi empirical_processes stochastic_processes markov_models central_limit_theorem dynamical_systems in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:41dcc808df40/ 2011-11-19T16:49:48+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aop/1321539125 cshalizi 0, and Liu and Lin [Stochastic Process. Appl. 119 (2009) 249–280] removed the logarithmic factor, reaching the Komlós–Major–Tusnády bound o(n1/p). No similar results exist for p > 4, and in fact, no existing method for dependent approximation yields an a.s. rate better than o(n1/4). In this paper we show that allowing a second Wiener component in the approximation, we can get rates near to o(n1/p) for arbitrary p > 2. This extends the scope of applications of the results essentially, as we illustrate it by proving new limit theorems for increments of stochastic processes and statistical tests for short term (epidemic) changes in stationary processes. Our method works under a general weak dependence condition covering wide classes of linear and nonlinear time series models and classical dynamical systems."]]> to:NB stochastic_processes convergence_of_stochastic_processes central_limit_theorem re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:12cdc497efc3/ 2011-11-19T16:48:49+00:00 http://arxiv.org/abs/1111.4073 cshalizi probability central_limit_theorem steins_method concentration_of_measure in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0649f6d1fc0e/ 2011-11-01T04:24:28+00:00 http://www.springerlink.com/content/g8368h016h671270/ cshalizi re:almost_none heavy_tails central_limit_theorem large_deviations probability in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:ad2206024392/ 2011-10-06T17:34:37+00:00 http://arxiv.org/abs/1110.0963 cshalizi empirical_processes stochastic_processes dynamical_systems central_limit_theorem in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:96b285d39729/ 2011-09-11T19:11:57+00:00 http://arxiv.org/abs/1109.0838 cshaliziergodic_theory random_fields stochastic_processes central_limit_theorem re:almost_none in_NB https://pinboard.in/u:cshalizi/b:6d224515c635/ 2011-04-15T21:55:16+00:00 http://arxiv.org/abs/1104.2198 cshalizicentral_limit_theorem stochastic_processes markov_models re:almost_none in_NB https://pinboard.in/u:cshalizi/b:2d1f84a7a08e/ 2011-04-01T02:33:39+00:00 http://arxiv.org/abs/1103.6266 cshalizicentral_limit_theorem stochastic_processes to:NB martingales re:almost_none https://pinboard.in/u:cshalizi/b:5dd440b7a695/