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In this paper, we essentially compute the set of $x,y>0$ such that the mapping $z \longmapsto \Big{(}1-r+r e^z\Big{)}^x \Big{(}\dis\frac{\lambda}{\lambda-z}\Big{)}^{y}$ is a Laplace transform. If $X$ and $Y$ are two independent random…

Probability · Mathematics 2009-09-28 Ben Salah Nahla , Masmoudi Afif

Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…

Probability · Mathematics 2026-04-29 Valentin De Bortoli , Agnès Desolneux

In this paper we obtain an approximation for the multivariate Laplace's integral with a large parameter and estimate error term for two cases, when the maximum of the exponent is in the interior of the domain and on the boundary. We are…

Probability · Mathematics 2021-04-09 Tomasz M. Łapiński

In this paper, we discuss asymptotic relations for the approximation of $\left\vert x\right\vert ^{\alpha},\alpha>0$ in $L_{\infty}\left[ -1,1\right] $ by Lagrange interpolation polynomials based on the zeros of the Chebyshev polynomials of…

Classical Analysis and ODEs · Mathematics 2018-01-17 Michael Revers

We give a sufficient condition for the exponential decay of the tail probability of a non-negative random variable. We consider the Laplace-Stieltjes transform of the probability distribution function of the random variable. We present a…

Complex Variables · Mathematics 2016-11-15 Kenji Nakagawa

We observe that approximate copies of the function $\Lambda _{n}:\mathbb{R}^{n}\rightarrow (0,\infty )$ defined by \begin{equation*} \Lambda _{n}(x)=\exp \left( -x_{1}-\pi \sum_{i=2}^{n}x_{i}^{2}\right) \end{equation*} appear in the tails…

Probability · Mathematics 2019-06-19 Daniel Fresen

In this work we consider higher dimensional thin domains with the property that both boundaries, bottom and top, present oscillations of weak type. We consider the Laplace operator with Neumann boundary conditions and analyze the behavior…

Analysis of PDEs · Mathematics 2024-05-10 José M. Arrieta , Manuel Villanueva-Pesqueira

It is shown that, for any given $p\ge5$, $A>0$ and $B>0$, the exact upper bound on $\mathsf{E}|\sum X_i|^p$ over all independent zero-mean random variables (r.v.'s) $X_1,\ldots,X_n$ such that $\sum\mathsf{E}X_i^2=B$ and…

Probability · Mathematics 2015-10-30 Iosif Pinelis

In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a well-know inversion formula for Laplace…

Statistics Theory · Mathematics 2010-10-12 Carmen Sangüesa

We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…

Probability · Mathematics 2010-04-13 Vladimir Nikulin

Let $X$ be a finite-area non-compact hyperbolic surface. We study the spectrum of the Laplacian on random covering surfaces of X and on random unitary bundles over X. We show that there is a constant $c > 0$ such that, with probability…

Spectral Theory · Mathematics 2024-05-09 Will Hide

This paper states asymptotic equivalents for the three first moments of the Eescher transform of a distribution on R with smooth density in the upper tail. As a by product if provides a tail approximation for its moment generating function,…

Statistics Theory · Mathematics 2014-03-21 Maeva Biret , Michel Broniatowski , Zhansheng Cao

If $P(x)$ is the error term in the circle problem, then it is proved that $$\int_0^\infty P^2(x)e^{-x/T}dx = {1\over4}({T\over\pi})^{3/2} \sum_{n=1}^\infty r^2(n)n^{-3/2} - T + O_\epsilon(T^{2/3+\epsilon}), $$ improving the author's earlier…

Number Theory · Mathematics 2007-05-23 Aleksandar Ivić

Let $\lambda$ denote the Liouville function. We prove that $$\sum_{X \leq x < 2X} \sup_{\alpha \in \mathbb{R}/\mathbb{Z}} \bigg\lvert\!\sum_{x \leq n < x+H} \lambda(n) e(n\alpha)\bigg\rvert = o(HX)$$ as $X\to \infty$, in the regime $H =…

Number Theory · Mathematics 2026-04-30 Cédric Pilatte

We explore the class of probability distributions on the real line whose Laplace transform admits a strong upper bound of subgaussian type. Using Hadamard's factorization theorem, we extend the class $\mathfrak L$ of Newman and propose new…

Probability · Mathematics 2023-08-04 S. G. Bobkov , G. P. Chistyakov , F. Götze

\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables. We prove a Berry-Esseen bound…

Probability · Mathematics 2015-04-01 Thierry Klein , Agnès Lagnoux , Pierre Petit

We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…

Probability · Mathematics 2016-12-01 J. -B Bardet , A Christen , J Fontbona

In this paper, we first introduce the notion of the Laplace transform for an abstract-valued function from $[0, \infty)$ to a $\mathcal{T}_{\varepsilon, \lambda}$-complete random normed module $S$. Then, combining respective advantages of…

Functional Analysis · Mathematics 2026-03-20 Xia Zhang , Leilei Wei , Ming Liu

Let $X$ be the branching particle diffusion corresponding to the operator $Lu+\beta (u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $\beta \geq 0$ and $\beta\not\equiv 0$). Let $\lambda_{c}$ denote the generalized principal eigenvalue for…

Probability · Mathematics 2007-09-04 Janos Englander , Simon C. Harris , Andreas E. Kyprianou

Let $S=\sum_{i=1}^{+\infty}\lambda_{i}Z_{i}$ where the $Z_{i}$'s are i.d.d. positive with $\mathbb{E}\| Z\| ^{3}<+\infty$ and $(\lambda_{i})_{i\in\mathbb{N}}$ a positive nonincreasing sequence such that $\sum\lambda_{i}<+\infty$. We study…

Probability · Mathematics 2013-02-20 André Mas
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