Related papers: Notes on Feige's gumball machines problem
We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…
We prove that every odd number $N$ greater than 1 can be expressed as the sum of at most five primes, improving the result of Ramar\'e that every even natural number can be expressed as the sum of at most six primes. We follow the circle…
We consider powers of random matrices with independent entries. Let $X_{ij}, i,j\ge 1$, be independent complex random variables with $\E X_{ij}=0$ and $\E |X_{ij}|^2=1$ and let $\mathbf X$ denote an $n\times n$ matrix with $[\mathbf…
We prove a multivariate version of Bernstein's inequality about the probability that degenerate $U$-statistics take a value larger than some number $u$. This is an improvement of former estimates for the same problem which yields an…
We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…
We consider the self-normalized sums $T_{n}=\sum_{i=1}^{n}X_{i}Y_{i}/\sum_{i=1}^{n}Y_{i}$, where ${Y_{i} : i\geq 1}$ are non-negative i.i.d. random variables, and ${X_{i} : i\geq 1} $ are i.i.d. random variables, independent of ${Y_{i} : i…
Zeckendorf proved that every positive integer $n$ can be written uniquely as the sum of non-adjacent Fibonacci numbers; a similar result, though with a different notion of a legal decomposition, holds for many other sequences. We use these…
The Cram\'er-Granville conjecture is an upper bound on prime gaps, $g_n = p_{n+1} - p_n < \cCramer \, \log^2 p_n$ for some constant $\cCramer \geq 1$. Using a formula of Selberg, we first prove the weaker summed version: $\sum_{n=1}^N g_n <…
We consider the problem of estimating the total probability of all symbols that appear with a given frequency in a string of i.i.d. random variables with unknown distribution. We focus on the regime in which the block length is large yet no…
Let $\aip(t)$ be the Airy$_2$ process. We show that the random variable [\sup_{t\leq\alpha}\{aip(t)-t^2}+\min{0,\alpha}^2] has the same distribution as the one-point marginal of the Airy$_{2\to1}$ process at time $\alpha$. These marginals…
We prove that the ratio of the Newman sum over numbers multiple of a fixed integer which is not multiple of 3 and the Newman sum over numbers multiple of a fixed integer divisible by 3 is o(1) when the upper limit of summing tends to…
We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…
The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fr\'echet or a Gumbel extreme value distributions. I describe in this short review how to relate…
Let $\Sigma_{2n}$ be the set of all partitions of the even integers from the interval $(4,2n], n>2,$ into two odd prime parts. We show that $\mid\Sigma_{2n}\mid\sim 2n^2/\log^2{n}$ as $n\to\infty$. We also assume that a partition is…
In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…
We investigate the problem of characterizing the optimal variance proxy for sub-Gaussian random variables,whose moment-generating function exhibits bounded growth at infinity. We apply a general characterization method to discrete random…
We show that the maximal value in a size $n$ sample from GEM$(\theta)$ distribution is distributed as a sum of independent geometric random variables. This implies that the maximal value grows as $\theta\log(n)$ as $n\to\infty$. For the…
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…
Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…
We prove a sharp upper bound for the number of high degree differences in bipartite graphs: let $ (U, V, E)$ be a bipartite graph with $U=\{u_1, u_2, \dots, u_n\}$ and $V=\{v_1, v_2, \dots, v_n\}$; for $n\ge k>\frac{n}{2}$ we show that…