Related papers: Complete moment and integral convergence for sums …

We modify the classical Bernstein's inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results.

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

Let $M_n=\max \left(X_1, X_2, \ldots, X_n \right)$ denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of uniform convergence of skew-normal extremes is derived. It…

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

In this article, we consider the basic contact process in a static random environment on the half space $Z^d\times Z^+$ where the recovery rates are constants and the infection rates are independent and identically distributed random…

Let $A$ be a real $n\times n$ matrix and $z,b\in \mathbb R^n$. The piecewise linear equation system $z-A\vert z\vert = b$ is called an \textit{absolute value equation}. We consider two solvers for this problem, one direct, one…

Classical Kolmogorov's and Rosenthal's inequalities for the maximum partial sums of random variables are basic tools for studying the strong laws of large numbers. In this paper, motived by the notion of independent and identically…

Given a sequence $(X_n)$ of real or complex random variables and a sequence of numbers $(a_n)$, an interesting problem is to determine the conditions under which the series $\sum_{n=1}^\infty a_n X_n$ is almost surely convergent. This paper…

This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.

A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions…

We consider a class of $d$-dimensional stochastic differential equations that model a non-colliding random particle system. We provide a sufficient condition, which does not depend on the dimension $d$, for the existence of negative moments…

We study the exact constants in the moment inequalities for sums of centered independent random variables: improve their asymptotics, low and upper bounds, calculate more exact asymptotics, elaborate the numerical algorithm for their…

We consider the problem of sequencing a set of positive numbers. We try to find the optimal sequence to maximize the variance of its partial sums. The optimal sequence is shown to have a beautiful structure. It is interesting to note that…

We again consider (as in a companion paper) an entangled two-particle state that is produced from two independent down-conversion sources by the process of "entanglement-swapping", so that the particles have never met. We show that there is…

Cauchy's sum theorem of 1821 has been the subject of rival interpretations ever since Robinson proposed a novel reading in the 1960s. Some claim that Cauchy modified the hypothesis of his theorem in 1853 by introducing uniform convergence,…

In this note we associate a sequence of non-negative integers to any convergent series of positive real numbers and study this sequence for the series $\sum_{n \geq 1} n^{-k}$ where $k$ is an integer $\geq 2$.

The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…

Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…

Let $\mathbb{F}_q$ be the finite field of $q$ elements, for a given subset $D\subset \mathbb{F}_q$, $m\in \mathbb{N}$, an integer $k\leq |D|$ and $\boldsymbol{b}\in \mathbb{F}_q^m$ we are interested in determining the existence of a subset…

Using a diagrammatic reformulation of Bayes' theorem, we provide a necessary and sufficient condition for the existence of Bayesian inference in the setting of finite-dimensional $C^*$-algebras. In other words, we prove an analogue of…