Related papers: Cram\'er theorem for Gamma random variables

In his technical report~\cite[sec. 6]{barrontech}, Barron states that the de Bruijn's identity for Gaussian perturbations holds for any RV having a finite variance. In this report, we follow Barron's steps as we prove the existence of…

This paper proves the Baum--Katz theorem for sequences of pairwise independent identically distributed random variables with general norming constants under optimal moment conditions. The proof exploits some properties of slowly varying…

We present a general central limit theorem with simple, easy-to-check covariance-based sufficient conditions for triangular arrays of random vectors when all variables could be interdependent. The result is constructed from Stein's method,…

Volatility clustering is a common phenomenon in financial time series. Typically, linear models can be used to describe the temporal autocorrelation of the (logarithmic) variance of returns. Considering the difficulty in estimating this…

We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…

Wave scattering in chaotic systems can be characterized by its spectrum of resonances, $z_n=E_n-i\frac{\Gamma_n}{2}$, where $E_n$ is related to the energy and $\Gamma_n$ is the decay rate or width of the resonance. If the corresponding ray…

It is known (Hofmann-Credner and Stolz (2008)) that the convergence of the mean empirical spectral distribution of a sample covariance matrix W_n = 1/n Y_n Y_n^t to the Mar\v{c}enko-Pastur law remains unaffected if the rows and columns of…

We define and develop preliminary theoretical results for the $\Gamma$-switch Ramsey number, a variation on the classical $m$-colour Ramsey number for which we allow permuting the colours incident with a vertex using elements of a group…

A graph $\Gamma$ is called edge-regular whenever it is regular and for any two adjacent vertices, the number of their common neighbors is independent of the choice of vertices. A clique $C$ in $\Gamma$ is called regular whenever for any…

Under Cram\'er's conjecture concerning the prime numbers, we prove that for any $x>1$, there exists a real $A=A(x)>1$ for which the formula $[A^{n^x}]$ (where $[]$ denotes the integer part) gives a prime number for any positive integer $n$.…

It is shown that a variety of deterministic cellular automaton models of highway traffic flow obey a variational principle which states that, for a given car density, the average car flow is a non-decreasing function of time. This result is…

Let $ k >0 $ be an integer and $ Y $ a standard Gamma$(k)$ distributed random variable. Let $ X $ be an independent positive random variable with a density that is hyperbolically monotone (HM) of order $ k.$ Then $Y\cdot X$ and $Y/X $ both…

Let $X$ be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of $X$ given the remaining components implies their joint independence. We…

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

We develop a new technique that allows us to show in a unified way that many well-known combinatorial theorems, including Tur\'an's theorem, Szemer\'edi's theorem and Ramsey's theorem, hold almost surely inside sparse random sets. For…

Let $(Y_n)$ be a sequence of i.i.d. $\mathbb Z$-valued random variables with law $\mu$. The reflected random walk $(X_n)$ is defined recursively by $X_0=x \in \mathbb N_0, X_{n+1}=|X_n+Y_{n+1}|$. Under mild hypotheses on the law $\mu$, it…

In a previous paper [Pearl and Verma, 1991] we presented an algorithm for extracting causal influences from independence information, where a causal influence was defined as the existence of a directed arc in all minimal causal models…

Let $\{Z_n, n\geq 0\}$ be a supercritical branching process in an independent and identically distributed random environment. We prove Cram\'{e}r moderate deviations and Berry-Esseen bounds for $\ln (Z_{n+n_0}/Z_{n_0})$ % under the annealed…

Cram\'{e}r-type large deviations for means of samples from a finite population are established under weak conditions. The results are comparable to results for the so-called self-normalized large deviation for independent random variables.…