Related papers: Asymptotics for Weighted Random Sums

Let $X_1,X_2,\ldots,X_n$ be independent random variables and $S_k=\sum_{i=1}^k X_i$. We show that for any constants $a_k$, \[ \Pr(\max_{1\leq k\leq n}||S_{k}|-a_{k}|>11t)\leq 30 \max_{1\leq k\leq n}\Pr(||S_{k}|-a_{k}|>t). \] We also discuss…

Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $\mu=E X$. Let ${v_1^{(n)},...,v_n^{(n)}}_{n=1}^\infty$ be vectors of non-negative random variables (weights), independent of the data sequence…

Let $G(n,c/n)$ and $G_r(n)$ be an $n$-node sparse random graph and a sparse random $r$-regular graph, respectively, and let ${\cal I}(n,r)$ and ${\cal I}(n,c)$ be the sizes of the largest independent set in $G(n,c/n)$ and $G_r(n)$. The…

Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…

The asymptotic distribution of the likelihood-ratio statistic for testing parameters on the boundary is well known to be a chi-squared mixture. The mixture weights have been shown to correspond to the intrinsic volumes of an associated…

We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…

We extend Goldie's (1991) Implicit Renewal Theorem to enable the analysis of recursions on weighted branching trees. We illustrate the developed method by deriving the power tail asymptotics of the distributions of the solutions R to: R =_D…

We study the asymptotic behavior of random variables of the form \begin{equation*} E_{\alpha}^i\left(x_1,\ldots,x_n\right)=\sum_{\left(b,d\right)\in \mathit{PH}_i\left(x_1,\ldots,x_n\right)} \left(d-b\right)^{\alpha} \end{equation*} where…

In this paper we study the probability $\xi_n(u):={\mathbb P}\left(C_n\geqslant u n \right)$, with $C_n:=A(\psi_n B(\varphi_n))$ for L\'{e}vy processes $A(\cdot)$ and $B(\cdot)$, and $\varphi_n$ and $\psi_n$ non-negative sequences such that…

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…

Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence…

We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…

An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0\leq L<U\leq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together…

We study the learnability of sums of independent integer random variables given a bound on the size of the union of their supports. For $\mathcal{A} \subset \mathbf{Z}_{+}$, a sum of independent random variables with collective support…