Gibbs conditioning principle for log-concave independent random variables
Abstract
Let be a sequence of probabilities on the nonnegative integers, and be a sequence of independent random variables with law . For denote and , and assume . For , define the tilted probability , and let be a sequence of independent variables with law , and denote , with . Choose and denote . The Gibbs Conditioning Principle (GCP) holds if converges weakly to the law of , as . We prove the GCP for log-concave 's, meaning , subject to a technical condition that prevents condensation. The canonical measures are the distributions of the first variables, conditioned on their sum being . Efron's theorem states that for log-concave 's, the canonical measures are stochastically ordered with respect to . This, in turn, leads to the ordering of the conditioned tilted measures in terms of . 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