Related papers: Persistence of iterated partial sums

A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…

We address a question and a conjecture on the expected length of the longest common subsequences of two i.i.d.$\ $random permutations of $[n]:=\{1,2,...,n\}$. The question is resolved by showing that the minimal expectation is not attained…

For $n,\,d\ge1$ let $p(n,2d)$ denote the smallest number $p$ such that every sum of squares of forms of degree $d$ in $\mathbb{R}[x_1,\dots,x_n]$ is a sum of $p$ squares. We establish lower bounds for these numbers that are considerably…

Let $X, X_1, X_2,...$ be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in $D[0, 1]$ for the partial sum processes $\{S_{[nt]}, 0\le t\le 1\}$, where…

The set of short intervals between consecutive primes squared has the pleasant---but seemingly unexploited---property that each interval $s_k:=\{p_k^2, \dots,p_{k+1}^2-1\}$ is fully sieved by the $k$ first primes. Here we take advantage of…

Let $X_1,X_2,...$ be a sequence of random variables satisfying the distributional recursion $X_1=0$ and $X_n= X_{n-I_n}+1$ for $n=2,3,...$, where $I_n$ is a random variable with values in $\{1,...,n-1\}$ which is independent of…

Let $X, X_1, X_2,\ldots $ be a sequence of non-lattice i.i.d. random variables with ${\bf E} X=0,$ ${\bf E} X=1,$ and let $S_n:= X_1+ \cdots+ X_n$, $n\ge 1.$ We refine Stone's integro-local theorem by deriving the first term in the…

Inspired by the papers by Angelo and Xu, Q.J Math., 74, pp. 767-777, and improvements by Kerr and Klurman, arXiv:2211.05540, we study the probability that the weighted sums of a Rademacher random multiplicative function, $\sum_{n\leq…

We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means of the random variables belonging to a non-empty, bounded interval; (ii) the means of the random variables belonging to an…

Let $\Gamma$ be the fundamental group of a closed orientable surface of genus at least two. Consider the composition of a uniformly random element of $\mathrm{Hom}(\Gamma,S_n)$ with the $(n-1)$-dimensional irreducible representation of…

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

The multi-variable Schmidt polynomials are defined by $$ S_n^{(r)}(x_0,\ldots,x_n):=\sum_{k=0}^n {n+k \choose 2k}^{r}{2k\choose k} x_k. $$ We prove that, for any positive integers $m$, $n$, $r$, and $\varepsilon=\pm 1$, all the coefficients…

Let $S_n$ denote the set of permutations of $[n]:=\{1,\cdots, n\}$, and denote a permutation $\sigma\in S_n$ by $\sigma=\sigma_1\sigma_2\cdots \sigma_n$. For $l\ge2$ an integer, let $A^{(n)}_{l;k}\subset S_n$ denote the event that the set…

Let $S_n=\e_1+...+\e_n$, where $ \e_i $ are i.i.d. Bernoulli r.v.'s. Let $0\le r_d(n)<2d$ be the least residue of $n$ mod$(2d)$, $\bar r_d(n)= 2d -r_d(n)$ and $\b(n,d)=\max ({1\over d}, {1\over \sqrt n})[e^{- {r_d(n)^2/2 n}} +e^{- {\bar…

Let $P=(x_1,\ldots,x_n)$ be a population consisting of $n\ge 2$ real numbers whose sum is zero, and let $k <n$ be a positive integer. We sample $k$ elements from $P$ without replacement and denote by $X_P$ the sum of the elements in our…

We obtain first decay rates of probabilities of tails of multivariate polynomials built on independent random variables with heavy tails. Then we derive stable limit theorems for nonconventional sums of the form $\sum_{Nt\geq n\geq…

We prove the Simons-Johnson theorem for the sums $S_n$ of $m$-dependent random variables, with exponential weights and limiting compound Poisson distribution $\CP(s,\lambda)$. More precisely, we give sufficient conditions for…

We obtain a lower bound for \[ \#\{x/2< p_{n}\leq x:\ p_n \equiv\ldots\equiv p_{n+m}\equiv a\text{ (mod $q$)},\ p_{n+m} - p_{n}\leq y\}, \] where $p_{n}$ is the $n^{\text{th}}$ prime.

Let $\eta_{1},\eta_2,...$ be independent (not necessarily identically distributed) zero-mean random variables (r.v.'s) such that $|\eta_i|\le1$ almost surely for all $i$, and let $Z$ stand for a standard normal r.v. Let $a_1,a_2,...$ be any…

We consider moderately trimmed sums of non-negative i.i.d. random variables. We show that for every distribution function there exists a proper moderate trimming such that for the trimmed sum a non-trivial strong law of large numbers holds.…