Related papers: A sharp correlation inequality with an application…

Let $X=\{X_j , j\ge 1\}$ be a sequence of independent, square integrable variables taking values in a common lattice $\mathcal L(v_{ 0},D )= \{v_{ k}=v_{ 0}+D k , k\in \Z\}$. Let $S_n=X_1+\ldots +X_n$, $a_n= {\mathbb E\,} S_n$, and…

In this paper we present a new correlation inequality and use it for proving an Almost Sure Local Limit Theorem for the so-called Dickman distribution. Several related results are also proved

Let $X $ be a square integrable random variable with basic probability space $(\O, \A, \P)$, taking values in a lattice $\mathcal L(v_0,1)=\big\{v_k=v_0+ k,k\in \Z\big\}$ and such that $\t_X =\sum_{k\in \Z}\P\{X=v_k\}\wedge…

We show that the Bernoulli part extraction method can be used to obtain approximate forms of the local limit theorem for sums of independent lattice valued random variables, with effective error term, that is with explicit parameters and…

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…

We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…

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.

We present and discuss the many results obtained concerning a famous limit theorem, the local limit theorem, which has many interfaces, with Number Theory notably, and for which, in spite of considerable efforts, the question concerning…

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

In the present paper we obtain a new correlation inequality and use it for the purpose of extending the theory of the Almost Sure Local Limit Theorem to the case of lattice random sequences in the domain of attraction of a stable law. In…

Both complete decoupling and tangent decoupling are classical tools aiming to compare two random processes where one has a weaker dependence structure. We give a new proof for the complete decoupling inequality, which provides a lower bound…

In this article, we establish a nearly sharp localized weighted inequality related to Gagliardo and Sobolev seminorms, respectively, with the sharp $A_1$-weight constant or with the specific $A_p$-weight constant when $p\in (1,\infty)$. As…

Let $u:\R \times \R^n \to \C$ be the solution of the linear Schr\"odinger equation $iu_t + \Delta u =0$ with initial data $u(0,x) = f(x)$. In the first part of this paper we obtain a sharp inequality for the Strichartz norm…

We develop a unified nonparametric framework for sharp partial identification and inference on inequality indices when the data contain coarsened observations of the variable of interest. We characterize the extremal allocations for all…

We provide an improved version of the Darling-Erd\"os theorem for sums of i.i.d. random variables with mean zero and finite variance. We extend this result to multidimensional random vectors. Our proof is based on a new strong invariance…

Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

Let $f:[0,1]^d\to\mathbb{R}$ be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points $\boldsymbol{x}_0,\dots,\boldsymbol{x}_{n-1}\in[0,1]^d$ have a non-negative local discrepancy (NNLD) everywhere in…