English

Gibbs conditioning principle for log-concave independent random variables

Probability 2026-04-23 v2

Abstract

Let ν1,ν2,\nu_1,\nu_2,\dots be a sequence of probabilities on the nonnegative integers, and X=(X1,X2,)X=(X_1,X_2, \dots) be a sequence of independent random variables XiX_i with law νi\nu_i. For λ>0\lambda>0 denote Ziλ:=xλxνi(x)Z^\lambda_i:= \sum_x \lambda^x\nu_i(x) and λmax:=sup{λ>0:Ziλ< for all i}\lambda^{\max}:= \sup\{\lambda>0: Z^\lambda_i<\infty \text{ for all }i\}, and assume λmax>1\lambda^{\max}>1. For λ<λmax\lambda<\lambda^{\max}, define the tilted probability νiλ(x):=λxνi(x)/Ziλ\nu_i^{\lambda}(x):= \lambda^x\nu_i(x)/Z^{\lambda}_i, and let XλX^\lambda be a sequence of independent variables XiλX^\lambda_i with law νiλ\nu^{\lambda}_i, and denote Snλ:=X1λ++XnλS^\lambda_n:= X^{\lambda}_1+\dots+X^{\lambda}_n, with Sn=Sn1S_n=S^1_n. Choose λ(1,λmax)\lambda^*\in(1,\lambda^{\max}) and denote Rn:=E(Snλ)R^*_n:= E (S^{\lambda^*}_n). The Gibbs Conditioning Principle (GCP) holds if P(XSn>Rn)P(X\in\cdot|S_n>R^*_n) converges weakly to the law of XλX^{\lambda^*}, as nn\to\infty. We prove the GCP for log-concave νi\nu_i's, meaning νi(x+1)νi(x1)(νi(x))2\nu_i(x+1)\,\nu_i(x-1) \le ( \nu_i(x))^2, subject to a technical condition that prevents condensation. The canonical measures are the distributions of the first nn variables, conditioned on their sum being kk. Efron's theorem states that for log-concave νi\nu_i's, the canonical measures are stochastically ordered with respect to kk. This, in turn, leads to the ordering of the conditioned tilted measures P(XλSnλ>Rn)P(X^\lambda\in\cdot|S^\lambda_n>R^*_n) in terms of λ\lambda. This ordering is a fundamental component of our proof.

Keywords

Cite

@article{arxiv.2512.24910,
  title  = {Gibbs conditioning principle for log-concave independent random variables},
  author = {Eric Cator and Pablo A. Ferrari},
  journal= {arXiv preprint arXiv:2512.24910},
  year   = {2026}
}

Comments

14 pages

R2 v1 2026-07-01T08:46:59.858Z