Related papers: Notes on Feige's gumball machines problem

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…

An equivalence is proven between the Riemann Hypothesis and the speed of convergence to 1/zeta(2) of the probability that two independent random variables following the same geometric distribution are coprime integers, when the parameter of…

We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…

Let $\{p_j(n)\}_{j=1}^{\omega(n)}$ denote the increasing sequence of distinct prime factors of an integer $n$. For $z\geqslant 0$, let $G(n;z)$ denote the number of those indexes $j$ such that $p_{j+1}(n)>p_j(n)^{\exp z}$. We show uniform…

We disprove a conjecture stated in a recent paper by Arnold and Villasenor concerning the sum and the maximum of independent and identically distributed half-normal random variables. Our method is applicable to generalized gamma…

We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence conditions on the entries of the data matrices, we establish…

We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…

Let $K_n$ denote the number of distinct values among the first $n$ terms of an infinite exchangeable sequence of random variables $(X_1,X_2,\ldots)$. We prove for $n=3$ that the extreme points of the convex set of all possible laws of $K_3$…

We show that the maximizing point and the supremum of the standardized uniform empirical process converge in distribution. Here, the limit variable (Z, Y ) has independent components. Moreover, Z attains the values zero and one with equal…

Given a set of independent Poisson random variables with common mean, we study the distribution of their maximum and obtain an accurate asymptotic formula to locate the most probable value of the maximum. We verify our analytic results with…

The rules of a game of dice are extended to a "hyper-die" with $n\in\mathbb{N}$ equally probable faces, numbered from 1 to $n$. We derive recursive and explicit expressions for the probability mass function and the cumulative distribution…

We study the irreducibility and Galois group of random polynomials over function fields. We prove that a random polynomial $f=y^n+\sum_{i=0}^{n-1}a_i(x)y^i\in\mathbb F_q[x][y]$ with i.i.d coefficients $a_i$ taking values in the set…

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

We estimate exponential sums with the Fermat-like quotients $$ f_g(n) = \frac{g^{n-1} - 1}{n} \mand h_g(n)=\frac{g^{n-1}-1}{P(n)}, $$ where $g$ and $n$ are positive integers, $n$ is composite, and P(n) is the largest prime factor of $n$.…

We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…

The Frobenius number g(a) of an integer vector a with positive coprime coefficients is defined as the largest integer that does not have a representation as a non-negative integer linear combination of the coefficients of a. According to a…

Consider $n$ independent random numbers with a uniform distribution on $[0,1]$. The number of them that exceed their mean is shown to have an Eulerian distribution, i.e., it is described by the Eulerian numbers. This is related to, but…

We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.

We formulate some refinements of Goldbach's conjectures based on heuristic arguments and numerical data. For instance, any even number greater than 4 is conjectured to be a sum of two primes with one prime being 3 mod 4. In general, for…